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 | 2,43% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 130 099 | 130 099 | 52 903 CHF | 54 204 CHF | 99,37% | 99,37% |
19/11/2024 | 3,00% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 166 098 | 166 098 | 54 465 CHF | 56 126 CHF | 99,23% | 99,23% |
18/11/2024 | 2,71% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 643 CHF | 56 143 CHF | 99,28% | 99,28% |
15/11/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 885 CHF | 57 385 CHF | 99,39% | 99,39% |
14/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 137 836 | 137 836 | 53 999 CHF | 55 378 CHF | 99,35% | 99,35% |
13/11/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 140 361 | 140 361 | 55 361 CHF | 56 765 CHF | 99,37% | 99,37% |
12/11/2024 | 2,34% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 128 649 | 128 649 | 54 425 CHF | 55 712 CHF | 99,06% | 99,06% |
11/11/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 124 318 | 124 318 | 59 223 CHF | 60 466 CHF | 99,26% | 99,26% |
08/11/2024 | 3,39% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 184 798 | 184 798 | 53 726 CHF | 55 574 CHF | 99,39% | 99,39% |
07/11/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 175 000 | 175 000 | 191 273 | 191 272 | 53 292 CHF | 55 205 CHF | 99,26% | 99,26% |