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 | 2,46% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 131 410 | 131 411 | 52 658 CHF | 53 972 CHF | 99,83% | 99,83% |
19/11/2024 | 2,32% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 129 569 | 129 569 | 55 220 CHF | 56 515 CHF | 99,83% | 99,83% |
18/11/2024 | 2,48% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 138 346 | 138 347 | 55 153 CHF | 56 537 CHF | 100,00% | 100,00% |
15/11/2024 | 2,49% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 133 303 | 133 300 | 52 839 CHF | 54 171 CHF | 100,00% | 100,00% |
14/11/2024 | 2,34% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 126 303 | 126 302 | 53 462 CHF | 54 724 CHF | 100,00% | 100,00% |
13/11/2024 | 2,66% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 148 139 | 148 138 | 54 981 CHF | 56 462 CHF | 99,97% | 99,97% |
12/11/2024 | 1,56% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 767 CHF | 64 767 CHF | 100,00% | 100,00% |
11/11/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 039 CHF | 72 039 CHF | 99,78% | 99,78% |
08/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 278 CHF | 66 278 CHF | 100,00% | 100,00% |
07/11/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 098 CHF | 68 098 CHF | 99,69% | 99,69% |