Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 130 007 CHF | 132 507 CHF | 100,00% | 100,00% |
19/11/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 128 431 CHF | 130 931 CHF | 92,93% | 92,93% |
18/11/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 137 191 CHF | 139 691 CHF | 100,00% | 100,00% |
15/11/2024 | 1,72% | 0,56 CHF | 0,57 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 144 488 CHF | 146 988 CHF | 100,00% | 100,00% |
14/11/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 159 222 CHF | 161 722 CHF | 99,24% | 99,24% |
13/11/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 250 000 | 250 000 | 247 699 | 247 699 | 166 178 CHF | 168 655 CHF | 99,40% | 99,40% |
12/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 166 407 CHF | 168 907 CHF | 100,00% | 100,00% |
11/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 175 800 CHF | 178 300 CHF | 100,00% | 100,00% |
08/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 169 283 CHF | 171 783 CHF | 100,00% | 100,00% |
07/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 178 120 CHF | 180 620 CHF | 59,34% | 59,34% |