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 | 2,26% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 265 | 125 265 | 54 943 CHF | 56 195 CHF | 98,83% | 98,83% |
19/11/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 753 CHF | 58 003 CHF | 95,20% | 95,20% |
18/11/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 135 602 | 135 602 | 56 067 CHF | 57 423 CHF | 99,22% | 99,22% |
15/11/2024 | 2,20% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 169 CHF | 57 419 CHF | 99,43% | 99,43% |
14/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 472 CHF | 58 722 CHF | 99,29% | 99,29% |
13/11/2024 | 2,00% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 111 539 | 111 539 | 55 206 CHF | 56 321 CHF | 98,27% | 98,27% |
12/11/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 30 620 CHF | 31 250 CHF | 98,43% | 98,43% |
11/11/2024 | 1,79% | 0,52 CHF | 0,53 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 34 948 CHF | 35 578 CHF | 98,13% | 98,13% |
08/11/2024 | 1,56% | 0,61 CHF | 0,62 CHF | 63 000 | 63 000 | 52 044 | 52 044 | 33 026 CHF | 33 546 CHF | 99,33% | 99,33% |
07/11/2024 | 1,79% | 0,61 CHF | 0,62 CHF | 63 000 | 63 000 | 62 730 | 62 730 | 34 806 CHF | 35 433 CHF | 99,13% | 99,13% |