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 | 1,88% | 0,55 CHF | 0,56 CHF | 230 000 | 230 000 | 102 881 | 102 881 | 55 810 CHF | 56 840 CHF | 99,90% | 99,90% |
19/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 230 000 | 230 000 | 95 354 | 95 354 | 48 668 CHF | 49 624 CHF | 100,00% | 100,00% |
18/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 225 000 | 225 000 | 102 722 | 102 722 | 54 872 CHF | 55 901 CHF | 99,90% | 99,90% |
15/11/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 225 000 | 225 000 | 92 049 | 92 049 | 48 291 CHF | 49 213 CHF | 100,00% | 100,00% |
14/11/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 225 000 | 225 000 | 100 754 | 100 754 | 53 273 CHF | 54 283 CHF | 100,00% | 100,00% |
13/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 230 000 | 230 000 | 103 554 | 103 554 | 57 468 CHF | 58 507 CHF | 98,76% | 99,94% |
12/11/2024 | 1,94% | 0,54 CHF | 0,55 CHF | 230 000 | 230 000 | 101 321 | 101 321 | 52 825 CHF | 53 840 CHF | 100,00% | 100,00% |
11/11/2024 | 5,17% | 0,51 CHF | 0,52 CHF | 225 000 | 225 000 | 56 510 | 56 510 | 30 003 CHF | 31 513 CHF | 99,55% | 99,55% |
08/11/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 235 000 | 235 000 | 106 628 | 106 628 | 61 425 CHF | 62 493 CHF | 98,79% | 98,79% |
07/11/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 240 000 | 240 000 | 106 157 | 106 157 | 61 414 CHF | 62 477 CHF | 100,00% | 100,00% |