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 | 2,52% | 0,40 CHF | 0,41 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 78 525 CHF | 80 525 CHF | 99,95% | 99,95% |
19/11/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 79 223 CHF | 81 223 CHF | 99,74% | 99,74% |
18/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 74 321 CHF | 76 321 CHF | 99,91% | 99,91% |
15/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 73 656 CHF | 75 656 CHF | 100,00% | 100,00% |
14/11/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 200 000 | 200 000 | 217 714 | 217 712 | 76 195 CHF | 78 371 CHF | 99,64% | 99,64% |
13/11/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 75 606 CHF | 77 856 CHF | 99,48% | 99,48% |
12/11/2024 | 3,12% | 0,33 CHF | 0,34 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 71 109 CHF | 73 359 CHF | 99,82% | 99,82% |
11/11/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 71 567 CHF | 73 817 CHF | 99,52% | 99,52% |
08/11/2024 | 2,84% | 0,33 CHF | 0,34 CHF | 225 000 | 225 000 | 223 817 | 223 817 | 77 623 CHF | 79 861 CHF | 99,81% | 99,81% |
07/11/2024 | 2,67% | 0,36 CHF | 0,37 CHF | 200 000 | 200 000 | 203 523 | 203 523 | 75 117 CHF | 77 153 CHF | 99,91% | 99,91% |