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 | 2,37% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 196 | 125 196 | 52 177 CHF | 53 429 CHF | 100,00% | 100,00% |
19/11/2024 | 2,61% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 146 616 | 146 616 | 55 391 CHF | 56 858 CHF | 99,89% | 99,89% |
18/11/2024 | 2,47% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 135 518 | 135 518 | 54 118 CHF | 55 473 CHF | 99,89% | 99,89% |
15/11/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 134 230 | 134 230 | 52 984 CHF | 54 327 CHF | 100,00% | 100,00% |
14/11/2024 | 2,61% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 144 050 | 144 050 | 54 520 CHF | 55 960 CHF | 100,00% | 100,00% |
13/11/2024 | 2,59% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 141 360 | 141 360 | 53 926 CHF | 55 339 CHF | 100,00% | 100,00% |
12/11/2024 | 2,29% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 065 CHF | 55 315 CHF | 99,65% | 99,65% |
11/11/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 282 CHF | 58 532 CHF | 99,85% | 99,85% |
08/11/2024 | 2,17% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 918 CHF | 58 168 CHF | 100,00% | 100,00% |
07/11/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 119 427 | 119 427 | 58 069 CHF | 59 263 CHF | 99,90% | 99,90% |