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 | 1,74% | 0,58 CHF | 0,59 CHF | 490 000 | 490 000 | 489 083 | 489 083 | 278 605 CHF | 283 496 CHF | 100,00% | 100,00% |
19/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 490 000 | 490 000 | 488 963 | 488 963 | 277 751 CHF | 282 640 CHF | 100,00% | 100,00% |
18/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 258 976 CHF | 263 776 CHF | 100,00% | 100,00% |
15/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 485 000 | 485 000 | 480 310 | 480 310 | 260 007 CHF | 264 810 CHF | 100,00% | 100,00% |
14/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 475 000 | 475 000 | 478 462 | 478 462 | 256 433 CHF | 261 217 CHF | 100,00% | 100,00% |
13/11/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 485 000 | 485 000 | 482 669 | 482 669 | 265 592 CHF | 270 418 CHF | 100,00% | 100,00% |
12/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 480 000 | 480 000 | 480 000 | 480 000 | 259 704 CHF | 264 504 CHF | 99,85% | 99,85% |
11/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 475 000 | 475 000 | 471 428 | 471 428 | 243 821 CHF | 248 536 CHF | 99,64% | 99,64% |
08/11/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 475 000 | 475 000 | 473 446 | 473 446 | 245 833 CHF | 250 568 CHF | 98,68% | 98,68% |
07/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 470 000 | 470 000 | 470 000 | 470 000 | 239 244 CHF | 243 944 CHF | 100,00% | 100,00% |