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 | 2,46% | 0,46 CHF | 0,47 CHF | 250 000 | 250 000 | 139 943 | 129 423 | 64 841 CHF | 61 422 CHF | 99,36% | 99,36% |
19/11/2024 | 2,37% | 0,44 CHF | 0,45 CHF | 250 000 | 250 000 | 141 359 | 129 664 | 63 875 CHF | 59 869 CHF | 98,54% | 98,54% |
18/11/2024 | 2,57% | 0,49 CHF | 0,50 CHF | 250 000 | 250 000 | 131 859 | 129 168 | 65 590 CHF | 65 814 CHF | 98,70% | 98,70% |
15/11/2024 | 2,16% | 0,48 CHF | 0,49 CHF | 250 000 | 250 000 | 140 796 | 130 400 | 68 335 CHF | 64 669 CHF | 95,98% | 95,98% |
14/11/2024 | 2,26% | 0,51 CHF | 0,52 CHF | 250 000 | 250 000 | 132 162 | 129 501 | 68 508 CHF | 68 608 CHF | 99,02% | 99,02% |
13/11/2024 | 2,41% | 0,52 CHF | 0,53 CHF | 250 000 | 250 000 | 136 315 | 131 760 | 68 423 CHF | 67 707 CHF | 93,61% | 93,61% |
12/11/2024 | 2,28% | 0,49 CHF | 0,50 CHF | 250 000 | 250 000 | 135 261 | 130 460 | 67 805 CHF | 66 858 CHF | 95,92% | 95,92% |
11/11/2024 | 2,50% | 0,50 CHF | 0,51 CHF | 250 000 | 250 000 | 143 781 | 129 326 | 67 107 CHF | 62 040 CHF | 99,23% | 99,23% |
08/11/2024 | 2,74% | 0,43 CHF | 0,44 CHF | 250 000 | 250 000 | 155 821 | 129 669 | 63 962 CHF | 54 828 CHF | 98,55% | 98,55% |
07/11/2024 | 3,00% | 0,42 CHF | 0,43 CHF | 250 000 | 250 000 | 155 344 | 130 553 | 64 424 CHF | 55 798 CHF | 97,20% | 97,20% |