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 | 1,35% | 0,72 CHF | 0,73 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 124 663 CHF | 126 363 CHF | 100,00% | 100,00% |
19/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 125 709 CHF | 127 409 CHF | 100,00% | 100,00% |
18/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 125 160 CHF | 126 860 CHF | 100,00% | 100,00% |
15/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 124 577 CHF | 126 277 CHF | 100,00% | 100,00% |
14/11/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 120 898 CHF | 122 598 CHF | 99,39% | 99,39% |
13/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 170 000 | 170 000 | 171 300 | 171 300 | 114 232 CHF | 115 945 CHF | 100,00% | 100,00% |
12/11/2024 | 1,42% | 0,66 CHF | 0,67 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 118 801 CHF | 120 501 CHF | 100,00% | 100,00% |
11/11/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 125 181 CHF | 126 881 CHF | 99,93% | 99,93% |
08/11/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 126 892 CHF | 128 592 CHF | 100,00% | 100,00% |
07/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 132 685 CHF | 134 385 CHF | 100,00% | 100,00% |