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 | 2,30% | 0,43 CHF | 0,44 CHF | 185 000 | 185 000 | 180 065 | 180 065 | 77 297 CHF | 79 098 CHF | 100,00% | 100,00% |
19/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 185 000 | 185 000 | 179 861 | 179 861 | 77 091 CHF | 78 890 CHF | 100,00% | 100,00% |
18/11/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 185 000 | 185 000 | 180 087 | 180 087 | 77 488 CHF | 79 289 CHF | 100,00% | 100,00% |
15/11/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 185 000 | 185 000 | 179 872 | 179 872 | 78 244 CHF | 80 043 CHF | 100,00% | 100,00% |
14/11/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 185 000 | 185 000 | 182 211 | 182 211 | 82 802 CHF | 84 624 CHF | 99,33% | 99,33% |
13/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 185 000 | 185 000 | 180 539 | 180 539 | 79 610 CHF | 81 415 CHF | 100,00% | 100,00% |
12/11/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 185 000 | 185 000 | 179 309 | 179 309 | 78 656 CHF | 80 449 CHF | 98,86% | 100,00% |
11/11/2024 | 2,43% | 0,42 CHF | 0,43 CHF | 181 000 | 181 000 | 172 557 | 172 557 | 70 092 CHF | 71 817 CHF | 99,93% | 99,93% |
08/11/2024 | 2,61% | 0,40 CHF | 0,41 CHF | 177 000 | 177 000 | 168 894 | 168 894 | 64 000 CHF | 65 689 CHF | 100,00% | 100,00% |
07/11/2024 | 2,91% | 0,33 CHF | 0,34 CHF | 165 000 | 165 000 | 162 853 | 162 853 | 55 149 CHF | 56 778 CHF | 98,41% | 98,41% |