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 | 2,22% | 0,44 CHF | 0,45 CHF | 130 000 | 130 000 | 71 270 | 71 270 | 32 211 CHF | 32 925 CHF | 99,90% | 99,90% |
19/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 130 000 | 130 000 | 71 492 | 71 492 | 33 232 CHF | 33 949 CHF | 98,91% | 98,91% |
18/11/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 130 000 | 130 000 | 71 235 | 71 235 | 36 239 CHF | 36 954 CHF | 99,58% | 99,58% |
15/11/2024 | 1,95% | 0,53 CHF | 0,54 CHF | 130 000 | 130 000 | 71 161 | 71 161 | 37 366 CHF | 38 080 CHF | 99,89% | 99,89% |
14/11/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 130 000 | 130 000 | 72 506 | 72 506 | 39 307 CHF | 40 034 CHF | 98,84% | 98,84% |
13/11/2024 | 2,01% | 0,52 CHF | 0,53 CHF | 130 000 | 130 000 | 71 374 | 71 374 | 36 151 CHF | 36 866 CHF | 100,00% | 100,00% |
12/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 130 000 | 130 000 | 66 549 | 66 549 | 33 392 CHF | 34 061 CHF | 100,00% | 100,00% |
11/11/2024 | 2,40% | 0,47 CHF | 0,48 CHF | 130 000 | 130 000 | 70 791 | 70 791 | 31 041 CHF | 31 756 CHF | 99,93% | 99,93% |
08/11/2024 | 4,63% | 0,40 CHF | 0,41 CHF | 130 000 | 130 000 | 49 044 | 49 044 | 19 402 CHF | 19 940 CHF | 100,00% | 100,00% |
07/11/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 120 000 | 120 000 | 57 282 | 57 282 | 22 469 CHF | 23 043 CHF | 98,68% | 98,68% |