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 | 2,27% | 0,50 CHF | 0,51 CHF | 250 000 | 250 000 | 132 116 | 129 465 | 66 527 CHF | 66 625 CHF | 99,25% | 99,25% |
19/11/2024 | 2,16% | 0,48 CHF | 0,49 CHF | 250 000 | 250 000 | 133 558 | 129 708 | 65 627 CHF | 65 066 CHF | 98,42% | 98,42% |
18/11/2024 | 2,39% | 0,53 CHF | 0,54 CHF | 250 000 | 250 000 | 131 860 | 129 199 | 70 886 CHF | 71 025 CHF | 98,63% | 98,63% |
15/11/2024 | 2,01% | 0,52 CHF | 0,53 CHF | 250 000 | 250 000 | 133 025 | 130 434 | 69 904 CHF | 69 927 CHF | 95,91% | 95,91% |
14/11/2024 | 2,10% | 0,55 CHF | 0,56 CHF | 250 000 | 250 000 | 131 125 | 129 532 | 73 245 CHF | 73 837 CHF | 98,94% | 98,94% |
13/11/2024 | 2,28% | 0,56 CHF | 0,57 CHF | 250 000 | 250 000 | 134 049 | 131 794 | 72 647 CHF | 72 991 CHF | 93,54% | 93,54% |
12/11/2024 | 2,12% | 0,53 CHF | 0,54 CHF | 250 000 | 250 000 | 133 249 | 130 508 | 72 134 CHF | 72 089 CHF | 95,80% | 95,80% |
11/11/2024 | 2,30% | 0,54 CHF | 0,55 CHF | 250 000 | 250 000 | 135 988 | 129 356 | 68 999 CHF | 67 215 CHF | 99,16% | 99,16% |
08/11/2024 | 2,48% | 0,47 CHF | 0,48 CHF | 250 000 | 250 000 | 147 998 | 129 699 | 66 673 CHF | 59 972 CHF | 98,48% | 98,48% |
07/11/2024 | 2,54% | 0,46 CHF | 0,47 CHF | 250 000 | 250 000 | 148 035 | 130 586 | 67 262 CHF | 60 873 CHF | 97,13% | 97,13% |