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 | 3,14% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 174 996 | 54 837 CHF | 56 586 CHF | 99,80% | 99,80% |
19/11/2024 | 3,23% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 358 CHF | 55 108 CHF | 99,72% | 99,72% |
18/11/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 57 432 CHF | 59 182 CHF | 99,71% | 99,71% |
15/11/2024 | 2,87% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 154 642 | 154 642 | 53 012 CHF | 54 559 CHF | 99,80% | 99,80% |
14/11/2024 | 2,95% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 163 566 | 163 566 | 54 633 CHF | 56 268 CHF | 99,81% | 99,81% |
13/11/2024 | 2,93% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 156 389 | 156 388 | 52 631 CHF | 54 195 CHF | 99,80% | 99,80% |
12/11/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 166 189 | 166 189 | 55 119 CHF | 56 781 CHF | 99,49% | 99,49% |
11/11/2024 | 2,91% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 158 335 | 158 334 | 53 653 CHF | 55 237 CHF | 99,72% | 99,72% |
08/11/2024 | 2,80% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 52 770 CHF | 54 270 CHF | 99,80% | 99,80% |
07/11/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 57 611 CHF | 59 111 CHF | 95,67% | 95,67% |