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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,56% | 0,71 CHF | 0,71 CHF | 250 000 | 250 000 | 129 838 | 129 306 | 88 525 CHF | 89 313 CHF | 99,68% | 99,68% |
20/11/2024 | 1,59% | 0,67 CHF | 0,67 CHF | 250 000 | 250 000 | 129 936 | 129 406 | 86 054 CHF | 86 849 CHF | 99,39% | 99,39% |
19/11/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 250 000 | 250 000 | 130 171 | 129 636 | 84 551 CHF | 85 338 CHF | 98,61% | 98,61% |
18/11/2024 | 1,50% | 0,69 CHF | 0,70 CHF | 250 000 | 250 000 | 129 681 | 129 146 | 90 396 CHF | 91 165 CHF | 98,75% | 98,75% |
15/11/2024 | 1,54% | 0,68 CHF | 0,69 CHF | 250 000 | 250 000 | 130 896 | 130 375 | 89 518 CHF | 90 313 CHF | 96,04% | 96,04% |
14/11/2024 | 1,45% | 0,71 CHF | 0,71 CHF | 250 000 | 250 000 | 129 921 | 129 479 | 93 134 CHF | 93 958 CHF | 99,07% | 99,07% |
13/11/2024 | 1,49% | 0,72 CHF | 0,72 CHF | 250 000 | 250 000 | 132 191 | 131 737 | 92 412 CHF | 93 240 CHF | 93,66% | 93,66% |
12/11/2024 | 1,50% | 0,70 CHF | 0,70 CHF | 250 000 | 250 000 | 131 001 | 130 450 | 91 563 CHF | 92 318 CHF | 95,93% | 95,93% |
11/11/2024 | 1,60% | 0,70 CHF | 0,70 CHF | 250 000 | 250 000 | 129 837 | 129 305 | 86 444 CHF | 87 246 CHF | 99,28% | 99,28% |
08/11/2024 | 1,75% | 0,63 CHF | 0,63 CHF | 250 000 | 250 000 | 131 236 | 129 648 | 79 604 CHF | 79 796 CHF | 98,60% | 98,60% |