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 | 1,90% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 022 CHF | 53 022 CHF | 99,38% | 99,38% |
19/11/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 795 | 100 795 | 52 018 CHF | 53 026 CHF | 99,28% | 99,28% |
18/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 61 214 CHF | 62 464 CHF | 99,26% | 99,26% |
15/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 115 198 | 115 198 | 56 800 CHF | 57 952 CHF | 99,39% | 99,39% |
14/11/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 123 375 | 123 375 | 60 459 CHF | 61 693 CHF | 99,38% | 99,38% |
13/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 121 599 | 121 599 | 59 151 CHF | 60 367 CHF | 99,37% | 99,37% |
12/11/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 973 CHF | 59 223 CHF | 99,07% | 99,07% |
11/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 146 CHF | 58 396 CHF | 99,26% | 99,26% |
08/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 504 CHF | 58 754 CHF | 99,39% | 99,39% |
07/11/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 633 CHF | 57 883 CHF | 99,27% | 99,27% |