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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 145 432 | 145 432 | 56 798 CHF | 58 252 CHF | 99,36% | 99,36% |
20/11/2024 | 2,05% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 120 751 | 120 751 | 58 209 CHF | 59 417 CHF | 99,21% | 99,21% |
19/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 101 962 | 101 962 | 52 494 CHF | 53 514 CHF | 98,84% | 98,84% |
18/11/2024 | 2,09% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 120 220 | 120 220 | 56 707 CHF | 57 910 CHF | 99,16% | 99,16% |
15/11/2024 | 2,16% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 157 CHF | 58 407 CHF | 99,39% | 99,39% |
14/11/2024 | 2,81% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 151 715 | 151 720 | 53 102 CHF | 54 621 CHF | 99,34% | 99,34% |
13/11/2024 | 2,83% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 137 308 | 137 308 | 47 779 CHF | 49 152 CHF | 98,95% | 98,95% |
12/11/2024 | 2,74% | 0,33 CHF | 0,34 CHF | 88 000 | 88 000 | 76 439 | 76 439 | 27 543 CHF | 28 307 CHF | 99,11% | 99,11% |
11/11/2024 | 2,20% | 0,38 CHF | 0,39 CHF | 75 000 | 75 000 | 63 785 | 63 785 | 28 721 CHF | 29 359 CHF | 99,40% | 99,40% |
08/11/2024 | 1,58% | 0,56 CHF | 0,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 347 CHF | 31 847 CHF | 99,36% | 99,36% |