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 | 1,72% | 0,58 CHF | 0,59 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 103 865 CHF | 105 665 CHF | 100,00% | 100,00% |
19/11/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 107 254 CHF | 109 054 CHF | 100,00% | 100,00% |
18/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 102 247 CHF | 104 047 CHF | 100,00% | 100,00% |
15/11/2024 | 1,73% | 0,56 CHF | 0,57 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 103 490 CHF | 105 290 CHF | 100,00% | 100,00% |
14/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 180 000 | 180 000 | 181 848 | 181 848 | 114 740 CHF | 116 558 CHF | 99,34% | 99,34% |
13/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 130 896 CHF | 132 796 CHF | 100,00% | 100,00% |
12/11/2024 | 1,54% | 0,70 CHF | 0,71 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 117 144 CHF | 118 963 CHF | 100,00% | 100,00% |
11/11/2024 | 1,69% | 0,59 CHF | 0,60 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 105 738 CHF | 107 538 CHF | 99,93% | 99,93% |
08/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 106 318 CHF | 108 117 CHF | 100,00% | 100,00% |
07/11/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 170 000 | 170 000 | 171 563 | 171 563 | 93 565 CHF | 95 281 CHF | 100,00% | 100,00% |