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 | 1,57% | 0,62 CHF | 0,63 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 107 787 CHF | 109 487 CHF | 100,00% | 100,00% |
19/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 108 787 CHF | 110 487 CHF | 100,00% | 100,00% |
18/11/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 108 218 CHF | 109 918 CHF | 100,00% | 100,00% |
15/11/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 107 596 CHF | 109 296 CHF | 100,00% | 100,00% |
14/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 103 910 CHF | 105 610 CHF | 99,33% | 99,33% |
13/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 170 000 | 170 000 | 171 306 | 171 306 | 97 079 CHF | 98 792 CHF | 100,00% | 100,00% |
12/11/2024 | 1,66% | 0,56 CHF | 0,57 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 101 830 CHF | 103 530 CHF | 100,00% | 100,00% |
11/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 108 195 CHF | 109 895 CHF | 99,93% | 99,93% |
08/11/2024 | 1,54% | 0,63 CHF | 0,64 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 109 891 CHF | 111 591 CHF | 100,00% | 100,00% |
07/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 115 640 CHF | 117 340 CHF | 100,00% | 100,00% |