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 | 2,67% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 149 850 | 149 850 | 55 427 CHF | 56 925 CHF | 99,39% | 99,39% |
19/11/2024 | 2,42% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 128 396 | 128 396 | 52 426 CHF | 53 710 CHF | 99,27% | 99,27% |
18/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 151 131 | 151 131 | 54 024 CHF | 55 535 CHF | 99,31% | 99,31% |
15/11/2024 | 2,86% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 151 839 | 151 839 | 52 359 CHF | 53 877 CHF | 99,38% | 99,38% |
14/11/2024 | 2,80% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 151 166 | 151 166 | 53 239 CHF | 54 750 CHF | 99,38% | 99,38% |
13/11/2024 | 2,83% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 156 432 | 156 432 | 54 589 CHF | 56 153 CHF | 99,38% | 99,38% |
12/11/2024 | 3,31% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 180 357 | 180 357 | 53 671 CHF | 55 474 CHF | 99,05% | 99,05% |
11/11/2024 | 3,34% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 178 025 | 178 025 | 52 362 CHF | 54 142 CHF | 99,28% | 99,28% |
08/11/2024 | 3,73% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 202 977 | 202 977 | 53 506 CHF | 55 536 CHF | 99,38% | 99,38% |
07/11/2024 | 5,97% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 321 367 | 321 367 | 52 292 CHF | 55 506 CHF | 99,25% | 99,25% |