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 | 2,73% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 281 CHF | 55 781 CHF | 99,37% | 99,37% |
19/11/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 52 597 CHF | 54 097 CHF | 99,29% | 99,29% |
18/11/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 151 293 | 151 293 | 51 639 CHF | 53 152 CHF | 99,31% | 99,31% |
15/11/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 174 533 | 174 533 | 56 405 CHF | 58 151 CHF | 99,39% | 99,39% |
14/11/2024 | 2,79% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 139 CHF | 54 639 CHF | 99,36% | 99,36% |
13/11/2024 | 3,01% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 169 244 | 169 244 | 55 465 CHF | 57 158 CHF | 99,37% | 99,37% |
12/11/2024 | 3,59% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 746 CHF | 56 746 CHF | 99,09% | 99,09% |
11/11/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 199 739 | 199 739 | 53 984 CHF | 55 981 CHF | 99,29% | 99,29% |
08/11/2024 | 3,62% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 500 | 200 500 | 54 434 CHF | 56 439 CHF | 99,39% | 99,39% |
07/11/2024 | 4,14% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 224 038 | 224 037 | 53 010 CHF | 55 250 CHF | 99,26% | 99,26% |