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 | 1,15% | 0,85 CHF | 0,86 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 146 641 CHF | 148 341 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 147 718 CHF | 149 418 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 147 165 CHF | 148 865 CHF | 100,00% | 100,00% |
15/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 146 628 CHF | 148 328 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 142 920 CHF | 144 620 CHF | 99,33% | 99,33% |
13/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 170 000 | 170 000 | 171 305 | 171 305 | 136 409 CHF | 138 122 CHF | 100,00% | 100,00% |
12/11/2024 | 1,20% | 0,79 CHF | 0,80 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 140 707 CHF | 142 407 CHF | 100,00% | 100,00% |
11/11/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 147 262 CHF | 148 962 CHF | 99,93% | 99,93% |
08/11/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 148 934 CHF | 150 634 CHF | 100,00% | 100,00% |
07/11/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 154 876 CHF | 156 576 CHF | 100,00% | 100,00% |