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 | 1,55% | 0,63 CHF | 0,64 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 115 383 CHF | 117 183 CHF | 100,00% | 100,00% |
19/11/2024 | 1,60% | 0,65 CHF | 0,66 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 111 678 CHF | 113 478 CHF | 100,00% | 100,00% |
18/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 117 772 CHF | 119 572 CHF | 100,00% | 100,00% |
15/11/2024 | 1,53% | 0,66 CHF | 0,67 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 117 145 CHF | 118 945 CHF | 100,00% | 100,00% |
14/11/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 180 000 | 180 000 | 181 848 | 181 848 | 107 865 CHF | 109 683 CHF | 99,33% | 99,33% |
13/11/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 101 791 CHF | 103 691 CHF | 100,00% | 100,00% |
12/11/2024 | 1,71% | 0,53 CHF | 0,54 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 105 649 CHF | 107 468 CHF | 100,00% | 100,00% |
11/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 115 151 CHF | 116 951 CHF | 99,93% | 99,93% |
08/11/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 180 000 | 180 000 | 179 990 | 179 990 | 115 914 CHF | 117 714 CHF | 100,00% | 100,00% |
07/11/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 170 000 | 170 000 | 171 563 | 171 563 | 119 208 CHF | 120 924 CHF | 100,00% | 100,00% |