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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 4,43% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 240 018 | 240 018 | 52 991 CHF | 55 391 CHF | 97,48% | 97,48% |
20/11/2024 | 2,22% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 128 588 | 128 588 | 57 336 CHF | 58 622 CHF | 99,37% | 99,37% |
19/11/2024 | 2,68% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 146 318 | 146 318 | 53 803 CHF | 55 267 CHF | 98,77% | 98,77% |
18/11/2024 | 2,83% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 406 | 150 406 | 52 337 CHF | 53 841 CHF | 99,28% | 99,28% |
15/11/2024 | 2,66% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 152 090 | 152 090 | 56 604 CHF | 58 125 CHF | 99,30% | 99,30% |
14/11/2024 | 2,01% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 106 683 | 106 684 | 52 372 CHF | 53 438 CHF | 99,37% | 99,37% |
13/11/2024 | 1,77% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 88 805 | 88 805 | 49 552 CHF | 50 440 CHF | 98,52% | 98,52% |
12/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 019 CHF | 27 519 CHF | 98,69% | 98,69% |
11/11/2024 | 1,99% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 56 103 | 56 103 | 27 817 CHF | 28 378 CHF | 99,16% | 99,16% |
08/11/2024 | 1,84% | 0,50 CHF | 0,51 CHF | 63 000 | 63 000 | 51 024 | 51 024 | 27 402 CHF | 27 912 CHF | 99,31% | 99,31% |