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 | 1,65% | 0,59 CHF | 0,60 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 105 411 CHF | 107 161 CHF | 100,00% | 100,00% |
19/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 91 273 CHF | 92 773 CHF | 100,00% | 100,00% |
18/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 102 963 CHF | 104 463 CHF | 100,00% | 100,00% |
15/11/2024 | 1,45% | 0,66 CHF | 0,67 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 102 923 CHF | 104 423 CHF | 100,00% | 100,00% |
14/11/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 105 268 CHF | 106 768 CHF | 100,00% | 100,00% |
13/11/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 99 910 CHF | 101 410 CHF | 100,00% | 100,00% |
12/11/2024 | 1,44% | 0,67 CHF | 0,68 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 103 681 CHF | 105 181 CHF | 100,00% | 100,00% |
11/11/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 114 229 CHF | 115 729 CHF | 100,00% | 100,00% |
08/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 113 605 CHF | 115 105 CHF | 100,00% | 100,00% |
07/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 118 835 CHF | 120 335 CHF | 100,00% | 100,00% |