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 | 1,72% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 562 CHF | 58 562 CHF | 99,38% | 99,38% |
20/11/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 636 | 125 636 | 52 773 CHF | 54 029 CHF | 99,45% | 99,45% |
19/11/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 149 148 | 149 148 | 55 603 CHF | 57 094 CHF | 97,99% | 97,99% |
18/11/2024 | 2,28% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 320 CHF | 55 570 CHF | 99,35% | 99,35% |
15/11/2024 | 2,16% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 124 884 | 124 884 | 57 212 CHF | 58 461 CHF | 99,44% | 99,44% |
14/11/2024 | 1,63% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 99 888 | 99 888 | 61 250 CHF | 62 249 CHF | 99,50% | 99,50% |
13/11/2024 | 1,57% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 85 713 | 85 713 | 54 159 CHF | 55 016 CHF | 99,02% | 99,02% |
12/11/2024 | 1,62% | 0,68 CHF | 0,69 CHF | 38 000 | 38 000 | 47 861 | 47 861 | 29 291 CHF | 29 769 CHF | 99,14% | 99,14% |
11/11/2024 | 2,23% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 61 781 | 61 781 | 27 531 CHF | 28 149 CHF | 99,31% | 99,31% |
08/11/2024 | 3,58% | 0,32 CHF | 0,33 CHF | 88 000 | 88 000 | 98 169 | 98 169 | 26 911 CHF | 27 893 CHF | 99,40% | 99,40% |