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 | 1,64% | 0,58 CHF | 0,59 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 105 666 CHF | 107 416 CHF | 100,00% | 100,00% |
19/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 89 728 CHF | 91 228 CHF | 100,00% | 100,00% |
18/11/2024 | 1,54% | 0,63 CHF | 0,64 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 96 858 CHF | 98 358 CHF | 100,00% | 100,00% |
15/11/2024 | 1,44% | 0,67 CHF | 0,68 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 86 065 CHF | 87 315 CHF | 100,00% | 100,00% |
14/11/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 96 595 CHF | 97 845 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 102 925 CHF | 104 175 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 101 918 CHF | 103 168 CHF | 100,00% | 100,00% |
11/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 108 660 CHF | 109 910 CHF | 100,00% | 100,00% |
08/11/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 104 240 CHF | 105 490 CHF | 100,00% | 100,00% |
07/11/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 109 452 CHF | 110 702 CHF | 100,00% | 100,00% |