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 | 2,68% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 267 | 150 267 | 55 485 CHF | 56 988 CHF | 97,92% | 97,92% |
19/11/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 155 732 | 155 732 | 53 472 CHF | 55 029 CHF | 98,93% | 98,93% |
18/11/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 148 945 | 148 945 | 56 690 CHF | 58 179 CHF | 99,94% | 99,94% |
15/11/2024 | 2,41% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 125 332 | 125 332 | 51 385 CHF | 52 639 CHF | 97,92% | 97,92% |
14/11/2024 | 2,42% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 129 379 | 129 379 | 52 673 CHF | 53 967 CHF | 100,00% | 100,00% |
13/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 155 645 | 155 645 | 53 799 CHF | 55 356 CHF | 100,00% | 100,00% |
12/11/2024 | 2,45% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 128 814 | 128 814 | 51 796 CHF | 53 084 CHF | 99,98% | 99,98% |
11/11/2024 | 2,17% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 000 CHF | 58 250 CHF | 100,00% | 100,00% |
08/11/2024 | 2,37% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 245 CHF | 53 495 CHF | 98,38% | 98,38% |
07/11/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 493 CHF | 56 743 CHF | 94,35% | 94,35% |