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 | 2,06% | 0,46 CHF | 0,47 CHF | 200 000 | 200 000 | 109 575 | 109 575 | 53 813 CHF | 54 912 CHF | 99,90% | 99,90% |
19/11/2024 | 2,10% | 0,54 CHF | 0,55 CHF | 200 000 | 200 000 | 109 164 | 109 164 | 54 295 CHF | 55 397 CHF | 100,00% | 100,00% |
18/11/2024 | 2,25% | 0,52 CHF | 0,53 CHF | 220 000 | 220 000 | 124 869 | 124 869 | 57 620 CHF | 58 872 CHF | 99,89% | 99,89% |
15/11/2024 | 2,30% | 0,41 CHF | 0,42 CHF | 200 000 | 200 000 | 109 686 | 109 686 | 47 646 CHF | 48 745 CHF | 99,90% | 99,90% |
14/11/2024 | 2,46% | 0,47 CHF | 0,48 CHF | 220 000 | 220 000 | 120 353 | 120 353 | 50 904 CHF | 52 113 CHF | 99,36% | 99,36% |
13/11/2024 | 2,65% | 0,40 CHF | 0,41 CHF | 230 000 | 230 000 | 130 436 | 130 436 | 50 046 CHF | 51 356 CHF | 100,00% | 100,00% |
12/11/2024 | 2,56% | 0,43 CHF | 0,44 CHF | 230 000 | 230 000 | 130 424 | 130 424 | 52 082 CHF | 53 391 CHF | 100,00% | 100,00% |
11/11/2024 | 2,33% | 0,37 CHF | 0,38 CHF | 210 000 | 210 000 | 118 685 | 118 685 | 50 546 CHF | 51 737 CHF | 99,65% | 99,65% |
08/11/2024 | 2,02% | 0,47 CHF | 0,48 CHF | 210 000 | 210 000 | 117 527 | 117 527 | 59 054 CHF | 60 233 CHF | 97,75% | 97,75% |
07/11/2024 | 2,49% | 0,46 CHF | 0,47 CHF | 250 000 | 250 000 | 142 350 | 142 350 | 59 711 CHF | 61 140 CHF | 100,00% | 100,00% |