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 | 1,72% | 0,59 CHF | 0,60 CHF | 250 000 | 250 000 | 130 995 | 129 402 | 77 531 CHF | 77 904 CHF | 99,40% | 99,40% |
19/11/2024 | 1,86% | 0,57 CHF | 0,58 CHF | 250 000 | 250 000 | 131 239 | 129 633 | 76 048 CHF | 76 473 CHF | 98,61% | 98,61% |
18/11/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 250 000 | 250 000 | 129 679 | 129 145 | 81 186 CHF | 82 177 CHF | 98,76% | 98,76% |
15/11/2024 | 2,31% | 0,61 CHF | 0,62 CHF | 250 000 | 250 000 | 131 937 | 130 374 | 80 732 CHF | 81 500 CHF | 96,04% | 96,04% |
14/11/2024 | 2,06% | 0,63 CHF | 0,64 CHF | 250 000 | 250 000 | 130 011 | 129 477 | 83 750 CHF | 85 029 CHF | 99,08% | 99,08% |
13/11/2024 | 1,77% | 0,64 CHF | 0,65 CHF | 250 000 | 250 000 | 134 985 | 134 223 | 84 676 CHF | 85 657 CHF | 89,73% | 89,73% |
12/11/2024 | 1,94% | 0,62 CHF | 0,63 CHF | 250 000 | 250 000 | 130 997 | 130 446 | 82 274 CHF | 83 441 CHF | 95,95% | 95,95% |
11/11/2024 | 1,84% | 0,62 CHF | 0,63 CHF | 250 000 | 250 000 | 130 899 | 129 304 | 78 010 CHF | 78 477 CHF | 99,28% | 99,28% |
08/11/2024 | 2,32% | 0,55 CHF | 0,56 CHF | 250 000 | 250 000 | 132 298 | 129 652 | 70 894 CHF | 71 008 CHF | 98,58% | 98,58% |
07/11/2024 | 2,01% | 0,54 CHF | 0,55 CHF | 250 000 | 250 000 | 132 948 | 130 530 | 71 866 CHF | 71 960 CHF | 97,26% | 97,26% |