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 | 2,04% | 0,53 CHF | 0,54 CHF | 135 000 | 135 000 | 133 768 | 133 768 | 65 074 CHF | 66 412 CHF | 99,48% | 99,48% |
19/11/2024 | 2,02% | 0,48 CHF | 0,49 CHF | 135 000 | 135 000 | 134 093 | 134 093 | 65 973 CHF | 67 314 CHF | 99,97% | 99,97% |
18/11/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 130 000 | 130 000 | 130 609 | 130 609 | 59 311 CHF | 60 617 CHF | 99,89% | 99,89% |
15/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 135 000 | 135 000 | 134 443 | 134 443 | 68 080 CHF | 69 424 CHF | 100,00% | 100,00% |
14/11/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 135 000 | 135 000 | 134 435 | 134 435 | 69 859 CHF | 71 203 CHF | 98,65% | 98,65% |
13/11/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 135 000 | 135 000 | 134 461 | 134 461 | 71 460 CHF | 72 805 CHF | 100,00% | 100,00% |
12/11/2024 | 1,99% | 0,55 CHF | 0,56 CHF | 135 000 | 135 000 | 134 440 | 134 440 | 66 832 CHF | 68 176 CHF | 99,16% | 99,16% |
11/11/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 130 000 | 130 000 | 133 053 | 133 053 | 63 029 CHF | 64 359 CHF | 100,00% | 100,00% |
08/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 135 000 | 135 000 | 134 437 | 134 437 | 67 644 CHF | 68 989 CHF | 99,04% | 99,04% |
07/11/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 59 333 CHF | 60 628 CHF | 100,00% | 100,00% |