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 | 3,22% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 262 | 175 262 | 53 666 CHF | 55 419 CHF | 99,38% | 99,38% |
19/11/2024 | 3,37% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 179 709 | 179 709 | 52 409 CHF | 54 206 CHF | 99,28% | 99,28% |
18/11/2024 | 3,16% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 171 835 | 171 835 | 53 626 CHF | 55 344 CHF | 99,26% | 99,26% |
15/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 321 CHF | 56 821 CHF | 99,39% | 99,39% |
14/11/2024 | 2,82% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 157 213 | 157 213 | 54 973 CHF | 56 545 CHF | 99,36% | 99,36% |
13/11/2024 | 2,83% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 156 469 | 156 469 | 54 554 CHF | 56 119 CHF | 99,36% | 99,36% |
12/11/2024 | 2,65% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 149 321 | 149 321 | 55 711 CHF | 57 205 CHF | 99,06% | 99,06% |
11/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 603 CHF | 54 853 CHF | 99,28% | 99,28% |
08/11/2024 | 2,44% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 132 303 | 132 303 | 53 488 CHF | 54 811 CHF | 99,39% | 99,39% |
07/11/2024 | 2,89% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 159 009 | 159 009 | 54 287 CHF | 55 877 CHF | 99,23% | 99,23% |