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 | 1,98% | 0,49 CHF | 0,50 CHF | 180 000 | 180 000 | 178 997 | 178 997 | 91 275 CHF | 93 067 CHF | 99,42% | 99,42% |
19/11/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 180 000 | 180 000 | 178 149 | 178 149 | 82 732 CHF | 84 515 CHF | 99,35% | 99,35% |
18/11/2024 | 1,91% | 0,54 CHF | 0,55 CHF | 180 000 | 180 000 | 178 187 | 178 187 | 94 165 CHF | 95 949 CHF | 99,88% | 99,88% |
15/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 180 000 | 180 000 | 178 177 | 178 177 | 90 837 CHF | 92 620 CHF | 100,00% | 100,00% |
14/11/2024 | 2,15% | 0,50 CHF | 0,51 CHF | 190 000 | 190 000 | 192 912 | 192 912 | 90 779 CHF | 92 710 CHF | 98,66% | 98,66% |
13/11/2024 | 2,25% | 0,41 CHF | 0,42 CHF | 190 000 | 190 000 | 188 778 | 188 778 | 84 851 CHF | 86 740 CHF | 100,00% | 100,00% |
12/11/2024 | 2,01% | 0,46 CHF | 0,47 CHF | 190 000 | 190 000 | 179 356 | 179 356 | 90 402 CHF | 92 197 CHF | 99,87% | 99,87% |
11/11/2024 | 2,04% | 0,54 CHF | 0,55 CHF | 200 000 | 200 000 | 197 979 | 197 979 | 98 138 CHF | 100 120 CHF | 100,00% | 100,00% |
08/11/2024 | 2,34% | 0,41 CHF | 0,42 CHF | 190 000 | 190 000 | 188 047 | 188 047 | 81 228 CHF | 83 111 CHF | 98,52% | 98,52% |
07/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 180 000 | 180 000 | 178 095 | 178 095 | 99 665 CHF | 101 448 CHF | 100,00% | 100,00% |