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 | 2,13% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 995 CHF | 59 245 CHF | 100,00% | 100,00% |
19/11/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 124 323 | 124 323 | 54 218 CHF | 55 461 CHF | 98,96% | 98,96% |
18/11/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 110 970 | 110 970 | 55 088 CHF | 56 198 CHF | 99,94% | 99,94% |
15/11/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 122 640 | 122 640 | 59 668 CHF | 60 895 CHF | 100,00% | 100,00% |
14/11/2024 | 2,23% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 620 | 125 620 | 55 724 CHF | 56 981 CHF | 100,00% | 100,00% |
13/11/2024 | 2,35% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 128 274 | 128 274 | 53 973 CHF | 55 255 CHF | 100,00% | 100,00% |
12/11/2024 | 2,19% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 408 CHF | 57 658 CHF | 99,98% | 99,98% |
11/11/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 59 314 CHF | 60 564 CHF | 100,00% | 100,00% |
08/11/2024 | 2,24% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 120 CHF | 56 370 CHF | 98,94% | 98,94% |
07/11/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 120 144 | 120 144 | 58 871 CHF | 60 073 CHF | 85,84% | 85,84% |