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 | 2,11% | 0,50 CHF | 0,51 CHF | 230 000 | 230 000 | 102 882 | 102 882 | 49 738 CHF | 50 769 CHF | 99,90% | 99,90% |
19/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 230 000 | 230 000 | 95 363 | 95 363 | 42 990 CHF | 43 946 CHF | 100,00% | 100,00% |
18/11/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 225 000 | 225 000 | 102 724 | 102 724 | 48 831 CHF | 49 860 CHF | 99,90% | 99,90% |
15/11/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 225 000 | 225 000 | 92 068 | 92 068 | 42 824 CHF | 43 747 CHF | 100,00% | 100,00% |
14/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 225 000 | 225 000 | 100 777 | 100 777 | 47 371 CHF | 48 380 CHF | 100,00% | 100,00% |
13/11/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 230 000 | 230 000 | 103 646 | 103 646 | 51 336 CHF | 52 375 CHF | 98,61% | 99,78% |
12/11/2024 | 2,19% | 0,49 CHF | 0,50 CHF | 230 000 | 230 000 | 101 324 | 101 324 | 46 828 CHF | 47 843 CHF | 100,00% | 100,00% |
11/11/2024 | 5,78% | 0,45 CHF | 0,46 CHF | 225 000 | 225 000 | 56 507 | 56 507 | 26 701 CHF | 28 211 CHF | 99,57% | 99,57% |
08/11/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 235 000 | 235 000 | 106 758 | 106 758 | 55 105 CHF | 56 175 CHF | 98,52% | 98,52% |
07/11/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 240 000 | 240 000 | 106 174 | 106 174 | 55 117 CHF | 56 181 CHF | 100,00% | 100,00% |