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 | 2,62% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 144 414 | 144 414 | 54 317 CHF | 55 761 CHF | 100,00% | 100,00% |
19/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 128 959 | 128 959 | 52 167 CHF | 53 457 CHF | 99,90% | 99,90% |
18/11/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 151 848 | 151 848 | 53 244 CHF | 54 763 CHF | 99,89% | 99,89% |
15/11/2024 | 3,07% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 174 557 | 174 557 | 56 081 CHF | 57 827 CHF | 100,00% | 100,00% |
14/11/2024 | 2,94% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 166 630 | 166 630 | 55 844 CHF | 57 510 CHF | 100,00% | 100,00% |
13/11/2024 | 2,41% | 0,38 CHF | 0,39 CHF | 125 000 | 125 000 | 125 259 | 125 259 | 51 292 CHF | 52 545 CHF | 100,00% | 100,00% |
12/11/2024 | 2,66% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 147 141 | 147 141 | 54 606 CHF | 56 078 CHF | 99,68% | 99,68% |
11/11/2024 | 3,62% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 195 405 | 195 405 | 53 093 CHF | 55 047 CHF | 99,90% | 99,90% |
08/11/2024 | 3,65% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 198 240 | 198 240 | 53 210 CHF | 55 192 CHF | 100,00% | 100,00% |
07/11/2024 | 4,75% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 250 619 | 250 619 | 51 581 CHF | 54 087 CHF | 99,90% | 99,90% |