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 | 1,77% | 0,59 CHF | 0,60 CHF | 510 000 | 510 000 | 510 000 | 510 000 | 285 633 CHF | 290 733 CHF | 99,42% | 99,42% |
19/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 510 000 | 510 000 | 510 000 | 510 000 | 276 085 CHF | 281 185 CHF | 100,00% | 100,00% |
18/11/2024 | 1,78% | 0,54 CHF | 0,55 CHF | 510 000 | 510 000 | 510 000 | 510 000 | 283 684 CHF | 288 784 CHF | 99,26% | 99,26% |
15/11/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 510 000 | 510 000 | 510 000 | 510 000 | 281 254 CHF | 286 354 CHF | 98,67% | 98,67% |
14/11/2024 | 1,73% | 0,55 CHF | 0,56 CHF | 510 000 | 510 000 | 510 000 | 510 000 | 292 857 CHF | 297 957 CHF | 100,00% | 100,00% |
13/11/2024 | 1,98% | 0,54 CHF | 0,55 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 259 996 CHF | 265 196 CHF | 99,08% | 99,08% |
12/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 257 406 CHF | 262 606 CHF | 99,81% | 99,81% |
11/11/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 520 000 | 520 000 | 520 000 | 520 000 | 237 205 CHF | 242 405 CHF | 100,00% | 100,00% |
08/11/2024 | 2,74% | 0,39 CHF | 0,40 CHF | 540 000 | 540 000 | 540 000 | 540 000 | 194 776 CHF | 200 176 CHF | 100,00% | 100,00% |
07/11/2024 | 2,77% | 0,34 CHF | 0,35 CHF | 530 000 | 530 000 | 530 000 | 530 000 | 189 094 CHF | 194 394 CHF | 99,96% | 99,96% |