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 | 2,78% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 237 CHF | 54 737 CHF | 99,37% | 99,37% |
19/11/2024 | 2,79% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 152 371 | 152 371 | 53 918 CHF | 55 442 CHF | 99,27% | 99,27% |
18/11/2024 | 3,12% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 283 CHF | 57 033 CHF | 99,30% | 99,30% |
15/11/2024 | 2,95% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 167 309 | 167 309 | 55 787 CHF | 57 460 CHF | 99,39% | 99,39% |
14/11/2024 | 2,63% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 146 528 | 146 528 | 54 895 CHF | 56 361 CHF | 99,37% | 99,37% |
13/11/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 127 220 | 127 220 | 52 109 CHF | 53 382 CHF | 99,36% | 99,36% |
12/11/2024 | 2,85% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 154 580 | 154 580 | 53 390 CHF | 54 936 CHF | 99,03% | 99,03% |
11/11/2024 | 2,78% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 225 CHF | 54 725 CHF | 99,26% | 99,26% |
08/11/2024 | 2,73% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 434 | 150 434 | 54 438 CHF | 55 942 CHF | 99,39% | 99,39% |
07/11/2024 | 3,14% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 173 588 | 173 588 | 54 443 CHF | 56 179 CHF | 99,27% | 99,27% |