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 | 2,48% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 132 226 | 132 226 | 52 692 CHF | 54 014 CHF | 99,44% | 99,44% |
19/11/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 356 CHF | 58 606 CHF | 97,55% | 97,55% |
18/11/2024 | 2,44% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 138 915 | 138 915 | 56 268 CHF | 57 657 CHF | 99,15% | 99,15% |
15/11/2024 | 3,49% | 0,36 CHF | 0,37 CHF | 175 000 | 175 000 | 193 230 | 193 230 | 54 485 CHF | 56 417 CHF | 97,90% | 97,90% |
14/11/2024 | 4,67% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 246 106 | 246 096 | 51 482 CHF | 53 940 CHF | 99,39% | 99,39% |
13/11/2024 | 4,82% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 224 826 | 224 826 | 45 474 CHF | 47 722 CHF | 98,03% | 98,03% |
12/11/2024 | 5,25% | 0,20 CHF | 0,21 CHF | 125 000 | 125 000 | 142 491 | 142 492 | 26 403 CHF | 27 828 CHF | 98,23% | 98,23% |
11/11/2024 | 5,45% | 0,17 CHF | 0,18 CHF | 150 000 | 150 000 | 147 600 | 147 600 | 26 380 CHF | 27 856 CHF | 99,04% | 99,04% |
08/11/2024 | 4,62% | 0,18 CHF | 0,19 CHF | 150 000 | 150 000 | 127 392 | 127 392 | 26 951 CHF | 28 225 CHF | 99,36% | 99,36% |
07/11/2024 | 3,86% | 0,23 CHF | 0,24 CHF | 100 000 | 100 000 | 100 680 | 100 680 | 25 633 CHF | 26 640 CHF | 99,22% | 99,22% |