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 | 1,95% | 0,51 CHF | 0,52 CHF | 150 000 | 150 000 | 66 901 | 66 901 | 34 419 CHF | 35 090 CHF | 99,90% | 99,90% |
19/11/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 150 000 | 150 000 | 66 148 | 66 148 | 34 936 CHF | 35 599 CHF | 99,86% | 99,86% |
18/11/2024 | 1,89% | 0,54 CHF | 0,55 CHF | 145 000 | 145 000 | 65 032 | 65 032 | 35 078 CHF | 35 730 CHF | 99,90% | 99,90% |
15/11/2024 | 1,99% | 0,52 CHF | 0,53 CHF | 145 000 | 145 000 | 66 520 | 66 520 | 34 056 CHF | 34 722 CHF | 100,00% | 100,00% |
14/11/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 150 000 | 150 000 | 65 882 | 65 882 | 34 384 CHF | 35 044 CHF | 100,00% | 100,00% |
13/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 150 000 | 150 000 | 67 159 | 67 159 | 34 559 CHF | 35 232 CHF | 100,00% | 100,00% |
12/11/2024 | 1,82% | 0,52 CHF | 0,53 CHF | 150 000 | 150 000 | 65 690 | 65 690 | 35 982 CHF | 36 640 CHF | 99,88% | 99,88% |
11/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 145 000 | 145 000 | 65 032 | 65 032 | 37 269 CHF | 37 921 CHF | 99,90% | 99,90% |
08/11/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 145 000 | 145 000 | 65 393 | 65 393 | 38 132 CHF | 38 787 CHF | 98,89% | 98,89% |
07/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 145 000 | 145 000 | 65 032 | 65 032 | 39 265 CHF | 39 916 CHF | 99,90% | 99,90% |