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 | 1,85% | 0,55 CHF | 0,56 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 91 077 CHF | 92 777 CHF | 100,00% | 100,00% |
19/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 90 004 CHF | 91 704 CHF | 100,00% | 100,00% |
18/11/2024 | 1,84% | 0,52 CHF | 0,53 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 91 414 CHF | 93 114 CHF | 100,00% | 100,00% |
15/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 92 636 CHF | 94 336 CHF | 100,00% | 100,00% |
14/11/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 96 224 CHF | 97 924 CHF | 99,33% | 99,33% |
13/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 170 000 | 170 000 | 171 303 | 171 303 | 105 353 CHF | 107 066 CHF | 100,00% | 100,00% |
12/11/2024 | 1,70% | 0,62 CHF | 0,63 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 99 235 CHF | 100 934 CHF | 100,00% | 100,00% |
11/11/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 93 566 CHF | 95 266 CHF | 99,93% | 99,93% |
08/11/2024 | 1,82% | 0,56 CHF | 0,57 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 92 411 CHF | 94 111 CHF | 100,00% | 100,00% |
07/11/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 87 627 CHF | 89 327 CHF | 100,00% | 100,00% |