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 | 1,55% | 0,67 CHF | 0,68 CHF | 230 000 | 230 000 | 102 881 | 102 881 | 67 973 CHF | 69 004 CHF | 99,90% | 99,90% |
19/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 230 000 | 230 000 | 95 227 | 95 227 | 59 955 CHF | 60 910 CHF | 99,91% | 99,91% |
18/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 225 000 | 225 000 | 102 722 | 102 722 | 67 041 CHF | 68 070 CHF | 99,90% | 99,90% |
15/11/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 225 000 | 225 000 | 92 067 | 92 067 | 59 245 CHF | 60 167 CHF | 100,00% | 100,00% |
14/11/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 225 000 | 225 000 | 100 764 | 100 764 | 65 241 CHF | 66 251 CHF | 100,00% | 100,00% |
13/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 230 000 | 230 000 | 103 639 | 103 639 | 69 773 CHF | 70 812 CHF | 98,61% | 99,78% |
12/11/2024 | 1,59% | 0,66 CHF | 0,67 CHF | 230 000 | 230 000 | 101 326 | 101 326 | 64 716 CHF | 65 731 CHF | 100,00% | 100,00% |
11/11/2024 | 4,28% | 0,62 CHF | 0,63 CHF | 225 000 | 225 000 | 56 484 | 56 484 | 36 571 CHF | 38 079 CHF | 99,55% | 99,55% |
08/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 235 000 | 235 000 | 106 755 | 106 755 | 73 726 CHF | 74 796 CHF | 98,55% | 98,55% |
07/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 240 000 | 240 000 | 106 162 | 106 162 | 73 827 CHF | 74 890 CHF | 100,00% | 100,00% |