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 | 2,44% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 130 099 | 130 099 | 52 578 CHF | 53 879 CHF | 99,38% | 99,38% |
19/11/2024 | 2,81% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 151 835 | 151 835 | 53 289 CHF | 54 807 CHF | 99,23% | 99,23% |
18/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 037 CHF | 57 537 CHF | 99,28% | 99,28% |
15/11/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 727 CHF | 58 227 CHF | 99,37% | 99,37% |
14/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 147 006 | 147 006 | 57 104 CHF | 58 575 CHF | 99,35% | 99,35% |
13/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 142 566 | 142 566 | 55 456 CHF | 56 882 CHF | 99,39% | 99,39% |
12/11/2024 | 2,43% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 132 599 | 132 599 | 53 799 CHF | 55 125 CHF | 99,07% | 99,07% |
11/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 782 | 125 782 | 55 686 CHF | 56 944 CHF | 99,27% | 99,27% |
08/11/2024 | 3,14% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 171 463 | 171 463 | 53 871 CHF | 55 586 CHF | 99,38% | 99,38% |
07/11/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 178 138 | 178 138 | 53 666 CHF | 55 447 CHF | 99,26% | 99,26% |