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 | 2,53% | 0,44 CHF | 0,45 CHF | 135 000 | 135 000 | 133 770 | 133 770 | 52 528 CHF | 53 865 CHF | 99,48% | 99,48% |
19/11/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 135 000 | 135 000 | 134 094 | 134 094 | 53 454 CHF | 54 795 CHF | 100,00% | 100,00% |
18/11/2024 | 2,74% | 0,35 CHF | 0,36 CHF | 130 000 | 130 000 | 130 610 | 130 610 | 47 100 CHF | 48 406 CHF | 99,90% | 99,90% |
15/11/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 135 000 | 135 000 | 134 443 | 134 443 | 55 471 CHF | 56 816 CHF | 100,00% | 100,00% |
14/11/2024 | 2,32% | 0,41 CHF | 0,42 CHF | 135 000 | 135 000 | 134 434 | 134 434 | 57 300 CHF | 58 644 CHF | 98,58% | 98,58% |
13/11/2024 | 2,25% | 0,46 CHF | 0,47 CHF | 135 000 | 135 000 | 134 462 | 134 462 | 59 067 CHF | 60 412 CHF | 100,00% | 100,00% |
12/11/2024 | 2,45% | 0,45 CHF | 0,46 CHF | 135 000 | 135 000 | 134 439 | 134 439 | 54 336 CHF | 55 681 CHF | 99,16% | 99,16% |
11/11/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 130 000 | 130 000 | 133 054 | 133 054 | 50 487 CHF | 51 818 CHF | 100,00% | 100,00% |
08/11/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 135 000 | 135 000 | 134 437 | 134 437 | 55 028 CHF | 56 373 CHF | 99,04% | 99,04% |
07/11/2024 | 2,71% | 0,38 CHF | 0,39 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 47 225 CHF | 48 519 CHF | 99,99% | 99,99% |