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 | 2,06% | 0,48 CHF | 0,49 CHF | 185 000 | 185 000 | 180 063 | 180 063 | 86 445 CHF | 88 246 CHF | 100,00% | 100,00% |
19/11/2024 | 2,05% | 0,49 CHF | 0,50 CHF | 185 000 | 185 000 | 179 861 | 179 861 | 86 790 CHF | 88 589 CHF | 100,00% | 100,00% |
18/11/2024 | 2,05% | 0,48 CHF | 0,49 CHF | 185 000 | 185 000 | 180 087 | 180 087 | 87 042 CHF | 88 843 CHF | 100,00% | 100,00% |
15/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 185 000 | 185 000 | 179 872 | 179 872 | 88 212 CHF | 90 011 CHF | 100,00% | 100,00% |
14/11/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 185 000 | 185 000 | 182 211 | 182 211 | 92 728 CHF | 94 550 CHF | 99,39% | 99,39% |
13/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 185 000 | 185 000 | 180 538 | 180 538 | 89 483 CHF | 91 288 CHF | 100,00% | 100,00% |
12/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 185 000 | 185 000 | 179 309 | 179 309 | 88 441 CHF | 90 235 CHF | 98,86% | 100,00% |
11/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 181 000 | 181 000 | 172 557 | 172 557 | 79 462 CHF | 81 188 CHF | 99,93% | 99,93% |
08/11/2024 | 2,28% | 0,46 CHF | 0,47 CHF | 177 000 | 177 000 | 168 895 | 168 895 | 73 203 CHF | 74 892 CHF | 100,00% | 100,00% |
07/11/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 165 000 | 165 000 | 162 852 | 162 852 | 64 331 CHF | 65 960 CHF | 98,41% | 98,41% |