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 | 2,11% | 0,45 CHF | 0,46 CHF | 130 000 | 130 000 | 127 159 | 127 159 | 59 756 CHF | 61 028 CHF | 100,00% | 100,00% |
19/11/2024 | 1,94% | 0,49 CHF | 0,50 CHF | 120 000 | 120 000 | 114 802 | 114 802 | 58 747 CHF | 59 895 CHF | 100,00% | 100,00% |
18/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 58 066 CHF | 59 166 CHF | 100,00% | 100,00% |
15/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 59 824 CHF | 60 924 CHF | 100,00% | 100,00% |
14/11/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 58 735 CHF | 59 835 CHF | 99,36% | 99,36% |
13/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 58 320 CHF | 59 420 CHF | 100,00% | 100,00% |
12/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 59 793 CHF | 60 900 CHF | 100,00% | 100,00% |
11/11/2024 | 3,51% | 0,55 CHF | 0,57 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 61 287 CHF | 63 474 CHF | 99,93% | 99,93% |
08/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 58 530 CHF | 59 643 CHF | 100,00% | 100,00% |
07/11/2024 | 3,39% | 0,54 CHF | 0,56 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 60 798 CHF | 62 895 CHF | 100,00% | 100,00% |