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 | 1,55% | 0,64 CHF | 0,65 CHF | 185 000 | 185 000 | 180 063 | 180 063 | 115 240 CHF | 117 041 CHF | 100,00% | 100,00% |
19/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 185 000 | 185 000 | 179 863 | 179 863 | 115 098 CHF | 116 897 CHF | 100,00% | 100,00% |
18/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 185 000 | 185 000 | 180 087 | 180 087 | 115 648 CHF | 117 449 CHF | 100,00% | 100,00% |
15/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 185 000 | 185 000 | 179 873 | 179 873 | 116 820 CHF | 118 619 CHF | 100,00% | 100,00% |
14/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 185 000 | 185 000 | 182 208 | 182 208 | 121 706 CHF | 123 528 CHF | 99,33% | 99,33% |
13/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 185 000 | 185 000 | 180 540 | 180 540 | 118 248 CHF | 120 054 CHF | 100,00% | 100,00% |
12/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 185 000 | 185 000 | 179 308 | 179 308 | 117 058 CHF | 118 851 CHF | 98,86% | 100,00% |
11/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 181 000 | 181 000 | 172 557 | 172 557 | 107 166 CHF | 108 892 CHF | 99,93% | 99,93% |
08/11/2024 | 1,67% | 0,62 CHF | 0,63 CHF | 177 000 | 177 000 | 168 896 | 168 896 | 100 191 CHF | 101 880 CHF | 100,00% | 100,00% |
07/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 165 000 | 165 000 | 162 853 | 162 853 | 90 444 CHF | 92 073 CHF | 98,41% | 98,41% |