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 | 2,96% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 164 239 | 164 239 | 54 571 CHF | 56 213 CHF | 99,39% | 99,39% |
19/11/2024 | 3,33% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 178 977 | 178 977 | 52 829 CHF | 54 619 CHF | 99,30% | 99,30% |
18/11/2024 | 3,14% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 171 885 | 171 885 | 53 919 CHF | 55 638 CHF | 99,26% | 99,26% |
15/11/2024 | 2,63% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 148 916 | 148 916 | 55 996 CHF | 57 485 CHF | 99,37% | 99,37% |
14/11/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 143 870 | 143 870 | 55 144 CHF | 56 583 CHF | 99,32% | 99,32% |
13/11/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 143 312 | 143 312 | 54 391 CHF | 55 824 CHF | 99,36% | 99,36% |
12/11/2024 | 2,40% | 0,37 CHF | 0,38 CHF | 125 000 | 125 000 | 124 965 | 124 965 | 51 454 CHF | 52 704 CHF | 99,06% | 99,06% |
11/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 105 953 | 105 953 | 52 801 CHF | 53 861 CHF | 99,29% | 99,29% |
08/11/2024 | 2,33% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 132 CHF | 54 382 CHF | 99,39% | 99,39% |
07/11/2024 | 2,20% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 124 464 | 124 464 | 56 142 CHF | 57 387 CHF | 99,28% | 99,28% |