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% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 105 297 | 105 297 | 53 568 CHF | 54 621 CHF | 99,39% | 99,39% |
19/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 121 609 | 121 609 | 56 355 CHF | 57 571 CHF | 99,29% | 99,29% |
18/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 898 CHF | 53 898 CHF | 99,27% | 99,27% |
15/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 102 407 | 102 407 | 52 021 CHF | 53 045 CHF | 99,38% | 99,38% |
14/11/2024 | 2,10% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 124 742 | 124 742 | 58 816 CHF | 60 064 CHF | 99,39% | 99,39% |
13/11/2024 | 2,20% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 263 | 125 263 | 56 491 CHF | 57 744 CHF | 99,36% | 99,36% |
12/11/2024 | 1,97% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 105 241 | 105 241 | 52 942 CHF | 53 995 CHF | 99,05% | 99,05% |
11/11/2024 | 2,00% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 114 212 | 114 212 | 56 448 CHF | 57 590 CHF | 99,28% | 99,28% |
08/11/2024 | 2,29% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 114 | 125 114 | 54 216 CHF | 55 467 CHF | 99,38% | 99,38% |
07/11/2024 | 1,78% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 882 CHF | 56 882 CHF | 99,27% | 99,27% |