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 | 2,25% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 041 CHF | 56 291 CHF | 99,48% | 99,48% |
19/11/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 152 CHF | 56 402 CHF | 98,05% | 98,05% |
18/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 119 CHF | 57 369 CHF | 99,10% | 99,10% |
15/11/2024 | 1,98% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 104 968 | 104 968 | 52 388 CHF | 53 438 CHF | 98,56% | 98,56% |
14/11/2024 | 1,65% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 324 CHF | 61 324 CHF | 98,67% | 98,67% |
13/11/2024 | 1,62% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 88 919 | 88 919 | 54 303 CHF | 55 192 CHF | 98,92% | 98,92% |
12/11/2024 | 1,49% | 0,62 CHF | 0,63 CHF | 50 000 | 50 000 | 41 550 | 41 550 | 27 623 CHF | 28 039 CHF | 98,55% | 98,55% |
11/11/2024 | 1,34% | 0,68 CHF | 0,69 CHF | 38 000 | 38 000 | 38 128 | 38 128 | 28 399 CHF | 28 781 CHF | 98,14% | 98,14% |
08/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 28 566 CHF | 28 946 CHF | 99,49% | 99,49% |
07/11/2024 | 1,33% | 0,78 CHF | 0,79 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 28 487 CHF | 28 867 CHF | 98,35% | 98,35% |