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 | 1,72% | 0,60 CHF | 0,61 CHF | 200 000 | 200 000 | 199 597 | 199 597 | 115 396 CHF | 117 392 CHF | 99,48% | 99,48% |
19/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 205 000 | 205 000 | 203 401 | 203 401 | 125 819 CHF | 127 853 CHF | 99,41% | 99,41% |
18/11/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 200 000 | 200 000 | 199 175 | 199 175 | 112 288 CHF | 114 280 CHF | 99,90% | 99,90% |
15/11/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 200 000 | 200 000 | 199 175 | 199 175 | 116 232 CHF | 118 224 CHF | 100,00% | 100,00% |
14/11/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 200 000 | 200 000 | 201 617 | 201 617 | 124 665 CHF | 126 681 CHF | 98,65% | 98,65% |
13/11/2024 | 1,56% | 0,68 CHF | 0,69 CHF | 205 000 | 205 000 | 203 633 | 203 633 | 130 132 CHF | 132 168 CHF | 100,00% | 100,00% |
12/11/2024 | 1,68% | 0,63 CHF | 0,64 CHF | 205 000 | 205 000 | 199 775 | 199 775 | 118 242 CHF | 120 240 CHF | 99,88% | 99,88% |
11/11/2024 | 1,64% | 0,56 CHF | 0,57 CHF | 200 000 | 200 000 | 199 745 | 199 745 | 120 593 CHF | 122 590 CHF | 100,00% | 100,00% |
08/11/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 205 000 | 205 000 | 203 525 | 203 525 | 135 228 CHF | 137 263 CHF | 98,50% | 98,50% |
07/11/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 200 000 | 200 000 | 195 141 | 195 141 | 109 102 CHF | 111 053 CHF | 100,00% | 100,00% |