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 | 2,75% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 784 CHF | 55 284 CHF | 99,38% | 99,38% |
19/11/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 736 CHF | 55 236 CHF | 99,26% | 99,26% |
18/11/2024 | 2,90% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 152 124 | 152 124 | 51 709 CHF | 53 230 CHF | 99,29% | 99,29% |
15/11/2024 | 2,94% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 163 596 | 163 596 | 54 844 CHF | 56 480 CHF | 99,38% | 99,38% |
14/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 51 899 CHF | 53 399 CHF | 99,34% | 99,34% |
13/11/2024 | 2,88% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 154 088 | 154 088 | 52 690 CHF | 54 231 CHF | 99,36% | 99,36% |
12/11/2024 | 3,06% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 56 349 CHF | 58 099 CHF | 99,06% | 99,06% |
11/11/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 52 267 CHF | 54 017 CHF | 99,29% | 99,29% |
08/11/2024 | 3,32% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 178 842 | 178 842 | 53 029 CHF | 54 817 CHF | 99,39% | 99,39% |
07/11/2024 | 3,53% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 194 936 | 194 936 | 54 244 CHF | 56 193 CHF | 99,27% | 99,27% |