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 | 2,23% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 141 | 125 141 | 55 585 CHF | 56 837 CHF | 99,39% | 99,39% |
19/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 448 CHF | 53 448 CHF | 99,00% | 99,00% |
18/11/2024 | 2,19% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 120 457 | 120 457 | 54 603 CHF | 55 808 CHF | 96,99% | 96,99% |
15/11/2024 | 3,31% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 184 434 | 184 437 | 54 911 CHF | 56 757 CHF | 97,52% | 97,52% |
14/11/2024 | 5,12% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 280 618 | 280 618 | 53 450 CHF | 56 256 CHF | 99,39% | 99,39% |
13/11/2024 | 5,18% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 247 900 | 247 897 | 46 508 CHF | 48 986 CHF | 98,86% | 98,86% |
12/11/2024 | 5,64% | 0,19 CHF | 0,20 CHF | 138 000 | 138 000 | 151 382 | 151 389 | 26 109 CHF | 27 624 CHF | 98,97% | 98,97% |
11/11/2024 | 5,92% | 0,15 CHF | 0,16 CHF | 163 000 | 163 000 | 158 588 | 158 588 | 26 027 CHF | 27 613 CHF | 98,97% | 98,97% |
08/11/2024 | 4,69% | 0,17 CHF | 0,18 CHF | 150 000 | 150 000 | 128 825 | 128 825 | 26 847 CHF | 28 136 CHF | 98,87% | 98,87% |
07/11/2024 | 3,57% | 0,24 CHF | 0,25 CHF | 100 000 | 100 000 | 97 965 | 97 965 | 26 999 CHF | 27 979 CHF | 98,85% | 98,85% |