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 | 2,01% | 0,53 CHF | 0,54 CHF | 250 000 | 250 000 | 132 057 | 129 403 | 70 346 CHF | 70 299 CHF | 99,40% | 99,40% |
19/11/2024 | 2,05% | 0,51 CHF | 0,52 CHF | 250 000 | 250 000 | 132 310 | 129 634 | 68 912 CHF | 68 846 CHF | 98,61% | 98,61% |
18/11/2024 | 2,09% | 0,56 CHF | 0,57 CHF | 250 000 | 250 000 | 130 749 | 129 145 | 74 116 CHF | 74 673 CHF | 98,76% | 98,76% |
15/11/2024 | 1,99% | 0,55 CHF | 0,56 CHF | 250 000 | 250 000 | 132 979 | 130 374 | 73 751 CHF | 73 734 CHF | 96,04% | 96,04% |
14/11/2024 | 2,25% | 0,58 CHF | 0,59 CHF | 250 000 | 250 000 | 131 078 | 129 478 | 76 842 CHF | 77 535 CHF | 99,08% | 99,08% |
13/11/2024 | 2,67% | 0,58 CHF | 0,59 CHF | 250 000 | 250 000 | 133 096 | 131 735 | 75 691 CHF | 76 758 CHF | 93,67% | 93,67% |
12/11/2024 | 2,02% | 0,56 CHF | 0,57 CHF | 250 000 | 250 000 | 132 098 | 130 447 | 75 349 CHF | 75 847 CHF | 95,94% | 95,94% |
11/11/2024 | 2,12% | 0,56 CHF | 0,57 CHF | 250 000 | 250 000 | 131 963 | 129 304 | 70 881 CHF | 70 926 CHF | 99,28% | 99,28% |
08/11/2024 | 2,39% | 0,50 CHF | 0,51 CHF | 250 000 | 250 000 | 140 197 | 129 703 | 67 174 CHF | 63 653 CHF | 98,41% | 98,41% |
07/11/2024 | 2,16% | 0,48 CHF | 0,49 CHF | 250 000 | 250 000 | 140 751 | 130 530 | 68 019 CHF | 64 471 CHF | 97,26% | 97,26% |