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 | 1,28% | 0,79 CHF | 0,80 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 131 676 CHF | 133 376 CHF | 100,00% | 100,00% |
19/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 130 626 CHF | 132 326 CHF | 100,00% | 100,00% |
18/11/2024 | 1,28% | 0,76 CHF | 0,77 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 132 057 CHF | 133 757 CHF | 100,00% | 100,00% |
15/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 133 459 CHF | 135 159 CHF | 100,00% | 100,00% |
14/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 136 981 CHF | 138 681 CHF | 99,33% | 99,33% |
13/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 170 000 | 170 000 | 171 300 | 171 300 | 146 443 CHF | 148 156 CHF | 100,00% | 100,00% |
12/11/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 139 981 CHF | 141 681 CHF | 100,00% | 100,00% |
11/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 134 240 CHF | 135 940 CHF | 99,93% | 99,93% |
08/11/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 133 262 CHF | 134 962 CHF | 100,00% | 100,00% |
07/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 128 636 CHF | 130 336 CHF | 100,00% | 100,00% |