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 | 2,50% | 0,49 CHF | 0,50 CHF | 250 000 | 250 000 | 139 928 | 129 464 | 67 732 CHF | 64 196 CHF | 99,25% | 99,25% |
19/11/2024 | 2,51% | 0,46 CHF | 0,47 CHF | 250 000 | 250 000 | 140 213 | 129 707 | 66 279 CHF | 62 706 CHF | 98,43% | 98,43% |
18/11/2024 | 2,66% | 0,51 CHF | 0,52 CHF | 250 000 | 250 000 | 131 860 | 129 199 | 68 443 CHF | 68 730 CHF | 98,63% | 98,63% |
15/11/2024 | 2,09% | 0,50 CHF | 0,51 CHF | 250 000 | 250 000 | 133 025 | 130 433 | 67 340 CHF | 67 416 CHF | 95,91% | 95,91% |
14/11/2024 | 2,09% | 0,53 CHF | 0,54 CHF | 250 000 | 250 000 | 132 186 | 129 532 | 71 416 CHF | 71 420 CHF | 98,94% | 98,94% |
13/11/2024 | 2,06% | 0,54 CHF | 0,55 CHF | 250 000 | 250 000 | 135 892 | 134 869 | 71 224 CHF | 72 127 CHF | 88,74% | 88,74% |
12/11/2024 | 2,28% | 0,52 CHF | 0,53 CHF | 250 000 | 250 000 | 133 248 | 130 507 | 69 635 CHF | 69 692 CHF | 95,80% | 95,80% |
11/11/2024 | 2,49% | 0,52 CHF | 0,53 CHF | 250 000 | 250 000 | 139 869 | 129 355 | 68 264 CHF | 64 793 CHF | 99,16% | 99,16% |
08/11/2024 | 2,56% | 0,45 CHF | 0,46 CHF | 250 000 | 250 000 | 148 021 | 129 698 | 63 902 CHF | 57 520 CHF | 98,48% | 98,48% |
07/11/2024 | 3,14% | 0,44 CHF | 0,45 CHF | 250 000 | 250 000 | 148 592 | 130 585 | 64 771 CHF | 58 664 CHF | 97,13% | 97,13% |