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 | 1,45% | 0,69 CHF | 0,70 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 123 056 CHF | 124 856 CHF | 100,00% | 100,00% |
19/11/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 126 428 CHF | 128 228 CHF | 100,00% | 100,00% |
18/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 121 472 CHF | 123 272 CHF | 100,00% | 100,00% |
15/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 122 622 CHF | 124 422 CHF | 100,00% | 100,00% |
14/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 180 000 | 180 000 | 181 847 | 181 847 | 134 170 CHF | 135 988 CHF | 99,33% | 99,33% |
13/11/2024 | 1,25% | 0,81 CHF | 0,82 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 151 132 CHF | 153 032 CHF | 100,00% | 100,00% |
12/11/2024 | 1,33% | 0,80 CHF | 0,81 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 136 538 CHF | 138 358 CHF | 100,00% | 100,00% |
11/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 125 006 CHF | 126 806 CHF | 99,93% | 99,93% |
08/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 125 530 CHF | 127 330 CHF | 100,00% | 100,00% |
07/11/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 170 000 | 170 000 | 171 564 | 171 564 | 112 172 CHF | 113 888 CHF | 100,00% | 100,00% |