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 | 2,15% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 530 CHF | 58 780 CHF | 99,37% | 99,37% |
19/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 561 CHF | 58 811 CHF | 99,22% | 99,22% |
18/11/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 130 780 | 130 780 | 52 614 CHF | 53 922 CHF | 99,18% | 99,18% |
15/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 142 734 | 142 734 | 55 575 CHF | 57 002 CHF | 99,37% | 99,37% |
14/11/2024 | 2,18% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 123 247 | 123 247 | 56 092 CHF | 57 324 CHF | 99,34% | 99,34% |
13/11/2024 | 2,12% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 119 101 | 119 101 | 55 594 CHF | 56 785 CHF | 99,38% | 99,38% |
12/11/2024 | 2,55% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 143 681 | 143 681 | 55 545 CHF | 56 982 CHF | 98,97% | 98,97% |
11/11/2024 | 2,55% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 143 148 | 143 148 | 55 393 CHF | 56 824 CHF | 99,29% | 99,29% |
08/11/2024 | 2,44% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 130 451 | 130 451 | 52 812 CHF | 54 117 CHF | 99,39% | 99,39% |
07/11/2024 | 3,15% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 173 750 | 173 750 | 54 298 CHF | 56 036 CHF | 99,29% | 99,29% |