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 | 1,49% | 0,69 CHF | 0,70 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 200 303 CHF | 203 303 CHF | 100,00% | 100,00% |
19/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 201 983 CHF | 204 983 CHF | 99,90% | 99,90% |
18/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 300 000 | 300 000 | 297 072 | 297 072 | 191 203 CHF | 194 173 CHF | 100,00% | 100,00% |
15/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 290 000 | 290 000 | 290 585 | 290 585 | 179 959 CHF | 182 865 CHF | 100,00% | 100,00% |
14/11/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 166 210 CHF | 169 110 CHF | 100,00% | 100,00% |
13/11/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 290 000 | 290 000 | 284 459 | 284 459 | 155 442 CHF | 158 287 CHF | 100,00% | 100,00% |
12/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 290 000 | 290 000 | 285 346 | 285 346 | 157 636 CHF | 160 489 CHF | 99,88% | 99,88% |
11/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 146 393 CHF | 149 193 CHF | 100,00% | 100,00% |
08/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 290 000 | 290 000 | 284 002 | 284 002 | 154 912 CHF | 157 752 CHF | 98,95% | 98,95% |
07/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 146 830 CHF | 149 630 CHF | 100,00% | 100,00% |