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 | 2,02% | 0,49 CHF | 0,50 CHF | 185 000 | 185 000 | 180 063 | 180 063 | 88 260 CHF | 90 061 CHF | 100,00% | 100,00% |
19/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 185 000 | 185 000 | 179 863 | 179 863 | 88 658 CHF | 90 457 CHF | 100,00% | 100,00% |
18/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 185 000 | 185 000 | 180 086 | 180 086 | 88 930 CHF | 90 731 CHF | 100,00% | 100,00% |
15/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 185 000 | 185 000 | 179 872 | 179 872 | 90 071 CHF | 91 870 CHF | 100,00% | 100,00% |
14/11/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 185 000 | 185 000 | 182 208 | 182 208 | 94 609 CHF | 96 431 CHF | 99,33% | 99,33% |
13/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 185 000 | 185 000 | 180 537 | 180 537 | 91 324 CHF | 93 129 CHF | 100,00% | 100,00% |
12/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 185 000 | 185 000 | 179 307 | 179 307 | 90 309 CHF | 92 102 CHF | 98,86% | 100,00% |
11/11/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 181 000 | 181 000 | 172 557 | 172 557 | 81 322 CHF | 83 048 CHF | 99,93% | 99,93% |
08/11/2024 | 2,23% | 0,47 CHF | 0,48 CHF | 177 000 | 177 000 | 168 895 | 168 895 | 74 948 CHF | 76 637 CHF | 100,00% | 100,00% |
07/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 165 000 | 165 000 | 162 851 | 162 851 | 66 032 CHF | 67 661 CHF | 98,41% | 98,41% |