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 | 2,34% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 897 CHF | 54 147 CHF | 99,39% | 99,39% |
19/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 314 CHF | 54 564 CHF | 97,33% | 97,33% |
18/11/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 123 CHF | 52 373 CHF | 99,29% | 99,29% |
15/11/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 379 CHF | 52 629 CHF | 99,37% | 99,37% |
14/11/2024 | 2,24% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 206 CHF | 56 456 CHF | 99,35% | 99,35% |
13/11/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 769 CHF | 58 019 CHF | 99,36% | 99,36% |
12/11/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 731 CHF | 52 981 CHF | 99,07% | 99,07% |
11/11/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 129 461 | 129 461 | 51 623 CHF | 52 917 CHF | 99,26% | 99,26% |
08/11/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 101 CHF | 52 351 CHF | 99,38% | 99,38% |
07/11/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 005 CHF | 53 255 CHF | 99,22% | 99,22% |