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 | 2,32% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 373 CHF | 54 623 CHF | 99,38% | 99,38% |
19/11/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 036 | 125 036 | 52 487 CHF | 53 737 CHF | 98,57% | 98,57% |
18/11/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 131 798 | 131 798 | 52 348 CHF | 53 666 CHF | 99,29% | 99,29% |
15/11/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 131 038 | 131 038 | 52 168 CHF | 53 478 CHF | 99,38% | 99,38% |
14/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 131 813 | 131 813 | 52 340 CHF | 53 658 CHF | 99,36% | 99,36% |
13/11/2024 | 2,51% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 138 737 | 138 737 | 54 604 CHF | 55 991 CHF | 99,38% | 99,38% |
12/11/2024 | 2,67% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 497 CHF | 56 997 CHF | 99,09% | 99,09% |
11/11/2024 | 2,72% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 395 CHF | 55 895 CHF | 99,24% | 99,24% |
08/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 130 CHF | 56 630 CHF | 99,38% | 99,38% |
07/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 701 CHF | 55 201 CHF | 99,25% | 99,25% |