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 | 2,27% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 590 CHF | 55 840 CHF | 98,95% | 98,95% |
19/11/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 788 CHF | 56 038 CHF | 96,86% | 96,86% |
18/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 616 CHF | 56 866 CHF | 99,01% | 99,01% |
15/11/2024 | 2,01% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 110 140 | 110 139 | 54 154 CHF | 55 254 CHF | 98,67% | 98,67% |
14/11/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 685 CHF | 59 685 CHF | 99,30% | 99,30% |
13/11/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 88 803 | 88 803 | 52 658 CHF | 53 547 CHF | 97,89% | 97,89% |
12/11/2024 | 1,54% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 49 769 | 49 769 | 32 052 CHF | 32 550 CHF | 99,07% | 99,07% |
11/11/2024 | 1,40% | 0,66 CHF | 0,67 CHF | 38 000 | 38 000 | 39 508 | 39 508 | 28 083 CHF | 28 478 CHF | 99,27% | 99,27% |
08/11/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 27 369 CHF | 27 749 CHF | 99,30% | 99,30% |
07/11/2024 | 1,38% | 0,75 CHF | 0,76 CHF | 38 000 | 38 000 | 38 005 | 38 005 | 27 360 CHF | 27 740 CHF | 99,19% | 99,19% |