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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 170 000 | 170 000 | 169 937 | 169 937 | 147 844 CHF | 149 544 CHF | 100,00% | 100,00% |
22/11/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 149 182 CHF | 150 882 CHF | 100,00% | 100,00% |
20/11/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 142 591 CHF | 144 291 CHF | 100,00% | 100,00% |
19/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 143 833 CHF | 145 533 CHF | 100,00% | 100,00% |
18/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 143 233 CHF | 144 933 CHF | 100,00% | 100,00% |
15/11/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 142 728 CHF | 144 428 CHF | 100,00% | 100,00% |
14/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 138 789 CHF | 140 489 CHF | 99,39% | 99,39% |
13/11/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 170 000 | 170 000 | 171 303 | 171 303 | 132 416 CHF | 134 129 CHF | 100,00% | 100,00% |
12/11/2024 | 1,24% | 0,77 CHF | 0,78 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 136 743 CHF | 138 443 CHF | 100,00% | 100,00% |
11/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 142 919 CHF | 144 619 CHF | 99,93% | 99,93% |