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 | 1,84% | 0,61 CHF | 0,62 CHF | 410 000 | 410 000 | 410 000 | 410 000 | 222 087 CHF | 226 187 CHF | 100,00% | 100,00% |
19/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 470 000 | 470 000 | 469 989 | 469 989 | 295 240 CHF | 299 940 CHF | 99,98% | 99,98% |
18/11/2024 | 1,85% | 0,51 CHF | 0,52 CHF | 460 000 | 460 000 | 460 000 | 460 000 | 246 933 CHF | 251 533 CHF | 97,84% | 97,84% |
15/11/2024 | 2,03% | 0,55 CHF | 0,56 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 244 895 CHF | 249 895 CHF | 99,07% | 99,07% |
14/11/2024 | 2,29% | 0,38 CHF | 0,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 218 052 CHF | 223 052 CHF | 100,00% | 100,00% |
13/11/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 242 799 CHF | 247 799 CHF | 99,73% | 99,73% |
12/11/2024 | 2,57% | 0,47 CHF | 0,48 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 192 517 CHF | 197 517 CHF | 100,00% | 100,00% |