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 | 2,01% | 0,46 CHF | 0,47 CHF | 120 000 | 120 000 | 118 795 | 118 795 | 59 979 CHF | 61 169 CHF | 98,17% | 98,17% |
19/11/2024 | 2,04% | 0,52 CHF | 0,53 CHF | 120 000 | 120 000 | 118 784 | 118 784 | 59 061 CHF | 60 250 CHF | 99,27% | 99,27% |
18/11/2024 | 1,87% | 0,56 CHF | 0,57 CHF | 120 000 | 120 000 | 118 793 | 118 793 | 64 356 CHF | 65 545 CHF | 99,88% | 99,88% |
15/11/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 130 000 | 130 000 | 128 688 | 128 688 | 62 131 CHF | 63 419 CHF | 100,00% | 100,00% |
14/11/2024 | 2,14% | 0,49 CHF | 0,50 CHF | 130 000 | 130 000 | 128 674 | 128 674 | 60 893 CHF | 62 181 CHF | 98,64% | 98,64% |
13/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 130 000 | 130 000 | 128 668 | 128 668 | 59 443 CHF | 60 731 CHF | 99,86% | 99,86% |
12/11/2024 | 2,02% | 0,45 CHF | 0,46 CHF | 120 000 | 120 000 | 118 772 | 118 772 | 59 588 CHF | 60 777 CHF | 98,89% | 98,89% |
11/11/2024 | 1,90% | 0,55 CHF | 0,56 CHF | 120 000 | 120 000 | 125 928 | 125 928 | 67 022 CHF | 68 283 CHF | 100,00% | 100,00% |
08/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 130 000 | 130 000 | 128 664 | 128 664 | 64 695 CHF | 65 983 CHF | 99,03% | 99,03% |
07/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 120 000 | 120 000 | 118 781 | 118 781 | 66 828 CHF | 68 017 CHF | 99,92% | 99,92% |