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 | 1,84% | 0,55 CHF | 0,56 CHF | 250 000 | 250 000 | 132 056 | 129 402 | 72 880 CHF | 72 734 CHF | 99,40% | 99,40% |
19/11/2024 | 1,98% | 0,53 CHF | 0,54 CHF | 250 000 | 250 000 | 131 712 | 129 633 | 71 089 CHF | 71 310 CHF | 98,61% | 98,61% |
18/11/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 250 000 | 250 000 | 130 749 | 129 145 | 76 638 CHF | 77 017 CHF | 98,76% | 98,76% |
15/11/2024 | 2,47% | 0,57 CHF | 0,58 CHF | 250 000 | 250 000 | 131 937 | 130 374 | 75 452 CHF | 76 282 CHF | 96,04% | 96,04% |
14/11/2024 | 2,16% | 0,59 CHF | 0,60 CHF | 250 000 | 250 000 | 131 077 | 129 478 | 79 201 CHF | 79 841 CHF | 99,08% | 99,08% |
13/11/2024 | 1,94% | 0,60 CHF | 0,61 CHF | 250 000 | 250 000 | 134 945 | 134 169 | 79 274 CHF | 80 308 CHF | 89,82% | 89,82% |
12/11/2024 | 2,07% | 0,58 CHF | 0,59 CHF | 250 000 | 250 000 | 132 098 | 130 446 | 77 725 CHF | 78 262 CHF | 95,94% | 95,94% |
11/11/2024 | 2,05% | 0,58 CHF | 0,59 CHF | 250 000 | 250 000 | 131 963 | 129 304 | 73 374 CHF | 73 367 CHF | 99,28% | 99,28% |
08/11/2024 | 2,47% | 0,52 CHF | 0,53 CHF | 250 000 | 250 000 | 140 057 | 129 654 | 69 501 CHF | 65 912 CHF | 98,58% | 98,58% |
07/11/2024 | 2,15% | 0,50 CHF | 0,51 CHF | 250 000 | 250 000 | 133 508 | 130 530 | 66 876 CHF | 66 785 CHF | 97,26% | 97,26% |