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 | 1,80% | 0,55 CHF | 0,56 CHF | 185 000 | 185 000 | 180 064 | 180 064 | 99 050 CHF | 100 851 CHF | 100,00% | 100,00% |
19/11/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 185 000 | 185 000 | 179 861 | 179 861 | 99 288 CHF | 101 087 CHF | 100,00% | 100,00% |
18/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 185 000 | 185 000 | 180 087 | 180 087 | 99 609 CHF | 101 410 CHF | 100,00% | 100,00% |
15/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 185 000 | 185 000 | 179 873 | 179 873 | 100 832 CHF | 102 631 CHF | 100,00% | 100,00% |
14/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 185 000 | 185 000 | 182 211 | 182 211 | 105 532 CHF | 107 354 CHF | 99,39% | 99,39% |
13/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 185 000 | 185 000 | 180 538 | 180 538 | 102 138 CHF | 103 943 CHF | 100,00% | 100,00% |
12/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 185 000 | 185 000 | 179 309 | 179 309 | 101 036 CHF | 102 829 CHF | 98,86% | 100,00% |
11/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 181 000 | 181 000 | 172 557 | 172 557 | 91 647 CHF | 93 372 CHF | 99,93% | 99,93% |
08/11/2024 | 1,97% | 0,53 CHF | 0,54 CHF | 177 000 | 177 000 | 168 896 | 168 896 | 85 059 CHF | 86 748 CHF | 100,00% | 100,00% |
07/11/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 165 000 | 165 000 | 162 851 | 162 851 | 75 793 CHF | 77 421 CHF | 98,41% | 98,41% |