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 | 2,07% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 110 449 | 75 000 | 52 783 CHF | 36 601 CHF | 98,82% | 98,82% |
19/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 113 426 | 75 000 | 52 168 CHF | 35 282 CHF | 99,94% | 99,94% |
18/11/2024 | 2,66% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 118 011 | 69 764 | 52 822 CHF | 32 063 CHF | 98,08% | 98,08% |
15/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 375 | 75 000 | 51 740 CHF | 32 991 CHF | 100,00% | 100,00% |
14/11/2024 | 2,50% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 131 854 | 75 000 | 51 984 CHF | 30 356 CHF | 99,57% | 99,57% |
13/11/2024 | 2,75% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 141 313 | 74 442 | 51 443 CHF | 27 864 CHF | 99,32% | 99,32% |
12/11/2024 | 2,72% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 142 926 | 75 000 | 51 834 CHF | 27 982 CHF | 99,36% | 99,36% |
11/11/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 130 000 | 75 000 | 52 217 CHF | 30 875 CHF | 95,09% | 95,09% |
08/11/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 143 157 | 75 000 | 51 374 CHF | 27 682 CHF | 99,79% | 99,79% |
07/11/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 128 530 | 73 692 | 51 984 CHF | 30 589 CHF | 96,70% | 96,70% |