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 | 2,55% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 147 638 | 147 638 | 57 230 CHF | 58 706 CHF | 100,00% | 100,00% |
19/11/2024 | 2,77% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 427 CHF | 54 927 CHF | 99,89% | 99,89% |
18/11/2024 | 2,67% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 365 CHF | 56 865 CHF | 99,90% | 99,90% |
15/11/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 136 100 | 136 100 | 54 101 CHF | 55 462 CHF | 100,00% | 100,00% |
14/11/2024 | 2,62% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 143 765 | 143 765 | 54 196 CHF | 55 634 CHF | 100,00% | 100,00% |
13/11/2024 | 2,76% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 151 303 | 151 303 | 54 085 CHF | 55 598 CHF | 100,00% | 100,00% |
12/11/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 147 825 | 147 825 | 56 751 CHF | 58 230 CHF | 99,66% | 99,66% |
11/11/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 031 CHF | 56 281 CHF | 99,88% | 99,88% |
08/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 085 CHF | 55 335 CHF | 100,00% | 100,00% |
07/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 226 CHF | 55 476 CHF | 99,90% | 99,90% |