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 | 1,94% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 107 535 | 107 535 | 54 684 CHF | 55 759 CHF | 99,37% | 99,37% |
19/11/2024 | 1,96% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 106 817 | 106 816 | 53 833 CHF | 54 901 CHF | 99,31% | 99,31% |
18/11/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 070 | 100 070 | 54 843 CHF | 55 844 CHF | 99,28% | 99,28% |
15/11/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 118 970 | 118 970 | 58 269 CHF | 59 459 CHF | 99,37% | 99,37% |
14/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 121 594 | 121 594 | 58 827 CHF | 60 043 CHF | 99,35% | 99,35% |
13/11/2024 | 2,09% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 122 935 | 122 935 | 58 163 CHF | 59 392 CHF | 99,37% | 99,37% |
12/11/2024 | 1,95% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 103 149 | 103 149 | 52 285 CHF | 53 316 CHF | 99,07% | 99,07% |
11/11/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 924 CHF | 54 924 CHF | 99,24% | 99,24% |
08/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 103 403 | 103 403 | 52 672 CHF | 53 706 CHF | 99,39% | 99,39% |
07/11/2024 | 1,74% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 952 CHF | 57 952 CHF | 99,24% | 99,24% |