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 | 1,40% | 0,71 CHF | 0,72 CHF | 185 000 | 185 000 | 180 063 | 180 063 | 127 930 CHF | 129 731 CHF | 100,00% | 100,00% |
19/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 185 000 | 185 000 | 179 861 | 179 861 | 128 157 CHF | 129 956 CHF | 100,00% | 100,00% |
18/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 185 000 | 185 000 | 180 087 | 180 087 | 128 642 CHF | 130 443 CHF | 100,00% | 100,00% |
15/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 185 000 | 185 000 | 179 871 | 179 871 | 129 796 CHF | 131 595 CHF | 100,00% | 100,00% |
14/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 185 000 | 185 000 | 182 207 | 182 207 | 135 180 CHF | 137 002 CHF | 99,33% | 99,33% |
13/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 185 000 | 185 000 | 180 539 | 180 539 | 131 277 CHF | 133 082 CHF | 100,00% | 100,00% |
12/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 185 000 | 185 000 | 179 309 | 179 309 | 130 175 CHF | 131 968 CHF | 98,86% | 100,00% |
11/11/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 181 000 | 181 000 | 172 557 | 172 557 | 119 814 CHF | 121 540 CHF | 99,93% | 99,93% |
08/11/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 177 000 | 177 000 | 168 896 | 168 896 | 112 557 CHF | 114 246 CHF | 100,00% | 100,00% |
07/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 165 000 | 165 000 | 162 852 | 162 852 | 102 090 CHF | 103 719 CHF | 98,41% | 98,41% |