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 | 1,72% | 0,56 CHF | 0,59 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 115 086 CHF | 117 086 CHF | 13,10% | 98,98% |
19/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 107 654 CHF | 109 654 CHF | 100,00% | 100,00% |
18/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 111 855 CHF | 113 855 CHF | 100,00% | 100,00% |
15/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 107 750 CHF | 109 750 CHF | 100,00% | 100,00% |
14/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 105 817 CHF | 107 817 CHF | 99,22% | 99,22% |
13/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 200 000 | 200 000 | 197 794 | 197 504 | 104 020 CHF | 105 841 CHF | 99,36% | 99,36% |
12/11/2024 | 1,81% | 0,52 CHF | 0,53 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 109 464 CHF | 111 464 CHF | 100,00% | 100,00% |
11/11/2024 | 1,60% | 0,60 CHF | 0,61 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 124 190 CHF | 126 190 CHF | 100,00% | 100,00% |
08/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 122 892 CHF | 124 892 CHF | 100,00% | 100,00% |
07/11/2024 | 1,65% | 0,63 CHF | 0,64 CHF | 200 000 | 200 000 | 194 271 | 193 489 | 117 149 CHF | 118 630 CHF | 98,73% | 98,73% |