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 | 1,38% | 0,72 CHF | 0,73 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 129 377 CHF | 131 177 CHF | 100,00% | 100,00% |
19/11/2024 | 1,35% | 0,71 CHF | 0,72 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 132 902 CHF | 134 702 CHF | 100,00% | 100,00% |
18/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 127 747 CHF | 129 547 CHF | 100,00% | 100,00% |
15/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 128 996 CHF | 130 796 CHF | 100,00% | 100,00% |
14/11/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 180 000 | 180 000 | 181 848 | 181 848 | 140 683 CHF | 142 501 CHF | 99,34% | 99,34% |
13/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 157 918 CHF | 159 818 CHF | 100,00% | 100,00% |
12/11/2024 | 1,26% | 0,84 CHF | 0,85 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 143 143 CHF | 144 962 CHF | 100,00% | 100,00% |
11/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 131 424 CHF | 133 224 CHF | 99,93% | 99,93% |
08/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 131 994 CHF | 133 793 CHF | 100,00% | 100,00% |
07/11/2024 | 1,44% | 0,67 CHF | 0,68 CHF | 170 000 | 170 000 | 171 561 | 171 561 | 118 162 CHF | 119 877 CHF | 100,00% | 100,00% |