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 | 1,58% | 0,64 CHF | 0,65 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 107 035 CHF | 108 735 CHF | 100,00% | 100,00% |
19/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 105 815 CHF | 107 515 CHF | 100,00% | 100,00% |
18/11/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 107 182 CHF | 108 882 CHF | 100,00% | 100,00% |
15/11/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 108 645 CHF | 110 345 CHF | 100,00% | 100,00% |
14/11/2024 | 1,50% | 0,65 CHF | 0,66 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 112 126 CHF | 113 826 CHF | 99,33% | 99,33% |
13/11/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 170 000 | 170 000 | 171 299 | 171 299 | 121 203 CHF | 122 916 CHF | 100,00% | 100,00% |
12/11/2024 | 1,47% | 0,71 CHF | 0,72 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 115 086 CHF | 116 786 CHF | 100,00% | 100,00% |
11/11/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 109 343 CHF | 111 043 CHF | 99,93% | 99,93% |
08/11/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 108 230 CHF | 109 930 CHF | 100,00% | 100,00% |
07/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 103 557 CHF | 105 257 CHF | 100,00% | 100,00% |