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 | 2,63% | 0,37 CHF | 0,38 CHF | 500 000 | 500 000 | 253 389 | 253 389 | 94 828 CHF | 97 362 CHF | 99,63% | 99,63% |
19/11/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 250 000 | 250 000 | 200 082 | 200 082 | 87 694 CHF | 89 754 CHF | 99,64% | 99,64% |
18/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 250 000 | 250 000 | 200 071 | 200 071 | 99 291 CHF | 101 363 CHF | 99,60% | 99,60% |
15/11/2024 | 2,16% | 0,50 CHF | 0,51 CHF | 250 000 | 250 000 | 200 069 | 200 069 | 95 376 CHF | 97 417 CHF | 99,64% | 99,64% |
14/11/2024 | 2,32% | 0,46 CHF | 0,47 CHF | 250 000 | 250 000 | 200 072 | 200 072 | 93 455 CHF | 95 556 CHF | 99,63% | 99,63% |
13/11/2024 | 2,06% | 0,47 CHF | 0,48 CHF | 250 000 | 250 000 | 202 195 | 202 195 | 98 770 CHF | 100 812 CHF | 97,57% | 97,57% |
12/11/2024 | 2,05% | 0,52 CHF | 0,53 CHF | 250 000 | 250 000 | 129 324 | 129 324 | 68 570 CHF | 69 959 CHF | 99,64% | 99,64% |
11/11/2024 | 2,20% | 0,54 CHF | 0,55 CHF | 250 000 | 250 000 | 129 322 | 129 322 | 71 859 CHF | 73 378 CHF | 99,64% | 99,64% |
08/11/2024 | 2,14% | 0,57 CHF | 0,58 CHF | 250 000 | 250 000 | 129 545 | 129 545 | 72 312 CHF | 73 788 CHF | 99,64% | 99,64% |
07/11/2024 | 2,05% | 0,58 CHF | 0,59 CHF | 250 000 | 250 000 | 129 538 | 129 538 | 78 004 CHF | 79 536 CHF | 99,64% | 99,64% |