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 | 1,32% | 0,74 CHF | 0,75 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 128 283 CHF | 129 983 CHF | 100,00% | 100,00% |
19/11/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 129 238 CHF | 130 938 CHF | 100,00% | 100,00% |
18/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 128 577 CHF | 130 277 CHF | 100,00% | 100,00% |
15/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 128 160 CHF | 129 860 CHF | 100,00% | 100,00% |
14/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 124 295 CHF | 125 995 CHF | 99,33% | 99,33% |
13/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 170 000 | 170 000 | 171 308 | 171 308 | 117 858 CHF | 119 572 CHF | 100,00% | 100,00% |
12/11/2024 | 1,38% | 0,68 CHF | 0,69 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 122 203 CHF | 123 903 CHF | 100,00% | 100,00% |
11/11/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 128 694 CHF | 130 394 CHF | 99,93% | 99,93% |
08/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 130 315 CHF | 132 015 CHF | 100,00% | 100,00% |
07/11/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 136 258 CHF | 137 958 CHF | 100,00% | 100,00% |