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 | 1,77% | 0,56 CHF | 0,57 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 100 562 CHF | 102 362 CHF | 100,00% | 100,00% |
19/11/2024 | 1,72% | 0,55 CHF | 0,56 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 104 071 CHF | 105 871 CHF | 100,00% | 100,00% |
18/11/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 98 832 CHF | 100 632 CHF | 100,00% | 100,00% |
15/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 100 209 CHF | 102 009 CHF | 100,00% | 100,00% |
14/11/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 180 000 | 180 000 | 181 846 | 181 846 | 111 364 CHF | 113 182 CHF | 99,33% | 99,33% |
13/11/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 127 209 CHF | 129 109 CHF | 100,00% | 100,00% |
12/11/2024 | 1,59% | 0,68 CHF | 0,69 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 113 794 CHF | 115 613 CHF | 100,00% | 100,00% |
11/11/2024 | 1,74% | 0,58 CHF | 0,59 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 102 421 CHF | 104 221 CHF | 99,93% | 99,93% |
08/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 103 074 CHF | 104 874 CHF | 100,00% | 100,00% |
07/11/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 170 000 | 170 000 | 171 562 | 171 562 | 90 510 CHF | 92 226 CHF | 100,00% | 100,00% |