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 | 1,79% | 0,60 CHF | 0,61 CHF | 250 000 | 250 000 | 131 013 | 129 426 | 78 995 CHF | 79 411 CHF | 99,35% | 99,35% |
19/11/2024 | 1,81% | 0,58 CHF | 0,59 CHF | 250 000 | 250 000 | 131 269 | 129 667 | 77 538 CHF | 77 935 CHF | 98,53% | 98,53% |
18/11/2024 | 1,92% | 0,63 CHF | 0,64 CHF | 250 000 | 250 000 | 129 704 | 129 171 | 82 610 CHF | 83 775 CHF | 98,69% | 98,69% |
15/11/2024 | 1,73% | 0,62 CHF | 0,63 CHF | 250 000 | 250 000 | 131 961 | 130 403 | 82 470 CHF | 82 891 CHF | 95,98% | 95,98% |
14/11/2024 | 1,86% | 0,65 CHF | 0,66 CHF | 250 000 | 250 000 | 130 036 | 129 504 | 85 490 CHF | 86 670 CHF | 99,01% | 99,01% |
13/11/2024 | 2,37% | 0,65 CHF | 0,66 CHF | 250 000 | 250 000 | 132 214 | 131 761 | 84 429 CHF | 85 971 CHF | 93,61% | 93,61% |
12/11/2024 | 1,81% | 0,63 CHF | 0,64 CHF | 250 000 | 250 000 | 131 013 | 130 464 | 83 869 CHF | 84 968 CHF | 95,91% | 95,91% |
11/11/2024 | 1,88% | 0,63 CHF | 0,64 CHF | 250 000 | 250 000 | 130 921 | 129 329 | 79 473 CHF | 79 951 CHF | 99,22% | 99,22% |
08/11/2024 | 2,18% | 0,57 CHF | 0,58 CHF | 250 000 | 250 000 | 132 317 | 129 677 | 72 523 CHF | 72 564 CHF | 98,52% | 98,52% |
07/11/2024 | 1,90% | 0,55 CHF | 0,56 CHF | 250 000 | 250 000 | 132 968 | 130 556 | 73 385 CHF | 73 421 CHF | 97,20% | 97,20% |