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 | 2,21% | 0,52 CHF | 0,53 CHF | 250 000 | 250 000 | 132 060 | 129 406 | 67 886 CHF | 67 948 CHF | 99,39% | 99,39% |
19/11/2024 | 2,23% | 0,49 CHF | 0,50 CHF | 250 000 | 250 000 | 132 854 | 129 636 | 66 673 CHF | 66 441 CHF | 98,61% | 98,61% |
18/11/2024 | 2,48% | 0,54 CHF | 0,55 CHF | 250 000 | 250 000 | 131 819 | 129 146 | 72 331 CHF | 72 511 CHF | 98,75% | 98,75% |
15/11/2024 | 1,96% | 0,53 CHF | 0,54 CHF | 250 000 | 250 000 | 132 980 | 130 376 | 71 279 CHF | 71 264 CHF | 96,04% | 96,04% |
14/11/2024 | 2,03% | 0,56 CHF | 0,57 CHF | 250 000 | 250 000 | 131 079 | 129 479 | 74 668 CHF | 75 219 CHF | 99,07% | 99,07% |
13/11/2024 | 1,98% | 0,57 CHF | 0,58 CHF | 250 000 | 250 000 | 135 841 | 134 802 | 75 213 CHF | 76 093 CHF | 88,86% | 88,86% |
12/11/2024 | 2,06% | 0,55 CHF | 0,56 CHF | 250 000 | 250 000 | 132 913 | 130 451 | 73 363 CHF | 73 437 CHF | 95,93% | 95,93% |
11/11/2024 | 2,31% | 0,55 CHF | 0,56 CHF | 250 000 | 250 000 | 133 027 | 129 305 | 68 927 CHF | 68 561 CHF | 99,28% | 99,28% |
08/11/2024 | 2,44% | 0,48 CHF | 0,49 CHF | 250 000 | 250 000 | 145 564 | 129 704 | 67 093 CHF | 61 331 CHF | 98,41% | 98,41% |
07/11/2024 | 2,67% | 0,47 CHF | 0,48 CHF | 250 000 | 250 000 | 140 752 | 130 532 | 65 502 CHF | 62 341 CHF | 97,25% | 97,25% |