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 | 2,47% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 130 669 | 130 669 | 52 162 CHF | 53 469 CHF | 100,00% | 100,00% |
19/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 638 | 125 638 | 53 900 CHF | 55 156 CHF | 99,20% | 99,20% |
18/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 138 823 | 138 823 | 54 654 CHF | 56 042 CHF | 99,89% | 99,89% |
15/11/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 141 908 | 141 909 | 55 510 CHF | 56 929 CHF | 100,00% | 100,00% |
14/11/2024 | 2,34% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 745 CHF | 53 995 CHF | 100,00% | 100,00% |
13/11/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 878 CHF | 57 128 CHF | 100,00% | 100,00% |
12/11/2024 | 2,58% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 146 361 | 146 361 | 55 875 CHF | 57 338 CHF | 99,68% | 99,68% |
11/11/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 149 876 | 149 876 | 57 332 CHF | 58 831 CHF | 99,87% | 99,87% |
08/11/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 128 619 | 128 619 | 51 890 CHF | 53 176 CHF | 100,00% | 100,00% |
07/11/2024 | 2,52% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 144 810 | 144 810 | 56 674 CHF | 58 122 CHF | 99,90% | 99,90% |