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% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 391 CHF | 54 641 CHF | 100,00% | 100,00% |
19/11/2024 | 2,29% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 902 CHF | 55 152 CHF | 99,26% | 99,26% |
18/11/2024 | 2,44% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 128 740 | 128 740 | 52 022 CHF | 53 310 CHF | 99,90% | 99,90% |
15/11/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 616 CHF | 52 866 CHF | 100,00% | 100,00% |
14/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 390 CHF | 53 640 CHF | 100,00% | 100,00% |
13/11/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 669 CHF | 57 919 CHF | 100,00% | 100,00% |
12/11/2024 | 2,32% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 363 CHF | 54 613 CHF | 99,66% | 99,66% |
11/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 047 CHF | 55 297 CHF | 99,90% | 99,90% |
08/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 978 CHF | 57 228 CHF | 100,00% | 100,00% |
07/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 035 CHF | 59 285 CHF | 99,91% | 99,91% |