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 | 1,39% | 0,71 CHF | 0,72 CHF | 170 000 | 170 000 | 168 978 | 168 978 | 123 807 CHF | 125 499 CHF | 99,22% | 99,22% |
19/11/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 180 000 | 180 000 | 176 446 | 176 446 | 120 496 CHF | 122 263 CHF | 98,87% | 98,87% |
18/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 170 000 | 170 000 | 168 288 | 168 288 | 126 748 CHF | 128 433 CHF | 99,88% | 99,88% |
15/11/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 170 000 | 170 000 | 168 198 | 168 198 | 123 330 CHF | 125 014 CHF | 99,86% | 99,86% |
14/11/2024 | 1,47% | 0,72 CHF | 0,73 CHF | 180 000 | 180 000 | 177 992 | 177 992 | 123 039 CHF | 124 821 CHF | 98,58% | 98,58% |
13/11/2024 | 1,52% | 0,62 CHF | 0,63 CHF | 180 000 | 180 000 | 178 003 | 178 003 | 118 839 CHF | 120 621 CHF | 99,88% | 99,88% |
12/11/2024 | 1,40% | 0,68 CHF | 0,69 CHF | 180 000 | 180 000 | 169 371 | 169 371 | 122 763 CHF | 124 459 CHF | 99,87% | 99,87% |
11/11/2024 | 1,42% | 0,77 CHF | 0,78 CHF | 180 000 | 180 000 | 178 053 | 178 053 | 127 499 CHF | 129 281 CHF | 100,00% | 100,00% |
08/11/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 180 000 | 180 000 | 178 045 | 178 045 | 115 188 CHF | 116 972 CHF | 98,52% | 98,52% |
07/11/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 170 000 | 170 000 | 168 052 | 168 052 | 131 459 CHF | 133 142 CHF | 100,00% | 100,00% |