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 | 1,94% | 0,53 CHF | 0,54 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 153 549 CHF | 156 549 CHF | 100,00% | 100,00% |
19/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 154 872 CHF | 157 872 CHF | 99,89% | 99,89% |
18/11/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 300 000 | 300 000 | 297 071 | 297 071 | 144 375 CHF | 147 346 CHF | 100,00% | 100,00% |
15/11/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 290 000 | 290 000 | 290 585 | 290 585 | 134 132 CHF | 137 038 CHF | 100,00% | 100,00% |
14/11/2024 | 2,38% | 0,40 CHF | 0,41 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 120 395 CHF | 123 295 CHF | 100,00% | 100,00% |
13/11/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 290 000 | 290 000 | 284 460 | 284 460 | 110 775 CHF | 113 619 CHF | 100,00% | 100,00% |
12/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 290 000 | 290 000 | 285 348 | 285 348 | 112 328 CHF | 115 181 CHF | 99,93% | 99,93% |
11/11/2024 | 2,69% | 0,37 CHF | 0,38 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 102 568 CHF | 105 368 CHF | 100,00% | 100,00% |
08/11/2024 | 2,55% | 0,40 CHF | 0,41 CHF | 290 000 | 290 000 | 284 000 | 284 000 | 110 190 CHF | 113 030 CHF | 98,94% | 98,94% |
07/11/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 102 735 CHF | 105 535 CHF | 100,00% | 100,00% |