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 | 4,38% | 0,40 CHF | 0,42 CHF | 125 000 | 125 000 | 126 045 | 126 040 | 56 379 CHF | 58 898 CHF | 99,21% | 99,21% |
19/11/2024 | 4,33% | 0,44 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 555 CHF | 59 055 CHF | 99,05% | 99,05% |
18/11/2024 | 4,26% | 0,46 CHF | 0,48 CHF | 125 000 | 125 000 | 123 150 | 123 150 | 56 619 CHF | 59 082 CHF | 97,59% | 97,59% |
15/11/2024 | 3,67% | 0,48 CHF | 0,50 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 618 CHF | 55 618 CHF | 99,34% | 99,34% |
14/11/2024 | 2,86% | 0,64 CHF | 0,66 CHF | 100 000 | 100 000 | 79 459 | 79 459 | 54 592 CHF | 56 181 CHF | 99,10% | 99,10% |
13/11/2024 | 2,79% | 0,66 CHF | 0,68 CHF | 75 000 | 75 000 | 67 622 | 67 622 | 47 589 CHF | 48 941 CHF | 99,34% | 99,34% |
12/11/2024 | 2,49% | 0,72 CHF | 0,74 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 30 197 CHF | 30 957 CHF | 99,00% | 99,00% |
11/11/2024 | 2,16% | 0,82 CHF | 0,84 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 34 961 CHF | 35 721 CHF | 98,11% | 98,11% |
08/11/2024 | 2,13% | 0,96 CHF | 0,98 CHF | 38 000 | 38 000 | 37 863 | 37 863 | 35 140 CHF | 35 897 CHF | 98,90% | 98,90% |
07/11/2024 | 2,15% | 0,97 CHF | 0,99 CHF | 38 000 | 38 000 | 37 451 | 37 451 | 34 432 CHF | 35 181 CHF | 98,62% | 98,62% |