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 | 2,37% | 0,43 CHF | 0,44 CHF | 150 000 | 150 000 | 164 164 | 164 164 | 68 445 CHF | 70 086 CHF | 99,97% | 99,97% |
19/11/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 71 294 CHF | 73 044 CHF | 99,82% | 99,82% |
18/11/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 71 288 CHF | 73 038 CHF | 99,91% | 99,91% |
15/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 73 102 CHF | 74 852 CHF | 100,00% | 100,00% |
14/11/2024 | 2,37% | 0,39 CHF | 0,40 CHF | 175 000 | 175 000 | 171 067 | 171 065 | 71 237 CHF | 72 947 CHF | 99,55% | 99,55% |
13/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 69 585 CHF | 71 085 CHF | 99,95% | 99,95% |
12/11/2024 | 2,19% | 0,47 CHF | 0,48 CHF | 150 000 | 150 000 | 163 055 | 163 057 | 73 718 CHF | 75 349 CHF | 99,77% | 99,77% |
11/11/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 73 879 CHF | 75 629 CHF | 99,81% | 99,81% |
08/11/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 72 305 CHF | 74 055 CHF | 99,81% | 99,81% |
07/11/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 68 066 CHF | 69 816 CHF | 99,91% | 99,91% |