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 | 2,06% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 120 392 | 120 392 | 57 777 CHF | 58 981 CHF | 99,49% | 99,49% |
19/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 104 812 | 104 812 | 52 657 CHF | 53 705 CHF | 98,42% | 98,42% |
18/11/2024 | 2,21% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 906 CHF | 57 156 CHF | 98,39% | 98,39% |
15/11/2024 | 1,99% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 105 929 | 105 929 | 52 741 CHF | 53 801 CHF | 98,75% | 98,75% |
14/11/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 101 307 | 101 307 | 51 839 CHF | 52 852 CHF | 99,12% | 99,12% |
13/11/2024 | 1,78% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 89 144 | 89 144 | 49 734 CHF | 50 625 CHF | 98,30% | 98,30% |
12/11/2024 | 1,80% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 497 CHF | 27 997 CHF | 98,99% | 98,99% |
11/11/2024 | 1,53% | 0,59 CHF | 0,60 CHF | 50 000 | 50 000 | 46 161 | 46 161 | 29 842 CHF | 30 304 CHF | 99,25% | 99,25% |
08/11/2024 | 1,31% | 0,73 CHF | 0,74 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 28 904 CHF | 29 284 CHF | 99,33% | 99,33% |
07/11/2024 | 1,55% | 0,72 CHF | 0,73 CHF | 38 000 | 38 000 | 47 779 | 47 779 | 30 583 CHF | 31 061 CHF | 99,07% | 99,07% |