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 | 1,50% | 0,66 CHF | 0,67 CHF | 185 000 | 185 000 | 180 063 | 180 063 | 118 839 CHF | 120 640 CHF | 100,00% | 100,00% |
19/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 185 000 | 185 000 | 179 861 | 179 861 | 118 525 CHF | 120 324 CHF | 100,00% | 100,00% |
18/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 185 000 | 185 000 | 180 086 | 180 086 | 119 193 CHF | 120 994 CHF | 100,00% | 100,00% |
15/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 185 000 | 185 000 | 179 871 | 179 871 | 120 251 CHF | 122 050 CHF | 100,00% | 100,00% |
14/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 185 000 | 185 000 | 182 214 | 182 214 | 125 201 CHF | 127 023 CHF | 99,39% | 99,39% |
13/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 185 000 | 185 000 | 180 538 | 180 538 | 121 662 CHF | 123 468 CHF | 100,00% | 100,00% |
12/11/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 185 000 | 185 000 | 179 309 | 179 309 | 120 530 CHF | 122 323 CHF | 98,86% | 100,00% |
11/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 181 000 | 181 000 | 172 557 | 172 557 | 110 430 CHF | 112 155 CHF | 99,93% | 99,93% |
08/11/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 177 000 | 177 000 | 168 896 | 168 896 | 103 431 CHF | 105 120 CHF | 100,00% | 100,00% |
07/11/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 165 000 | 165 000 | 162 851 | 162 851 | 93 575 CHF | 95 203 CHF | 98,41% | 98,41% |