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 | 2,12% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 124 743 | 124 743 | 58 114 CHF | 59 362 CHF | 100,00% | 100,00% |
19/11/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 118 001 | 118 001 | 57 603 CHF | 58 783 CHF | 99,90% | 99,90% |
18/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 527 CHF | 56 777 CHF | 99,90% | 99,90% |
15/11/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 546 CHF | 53 796 CHF | 100,00% | 100,00% |
14/11/2024 | 2,28% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 257 CHF | 55 507 CHF | 100,00% | 100,00% |
13/11/2024 | 2,02% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 117 233 | 117 233 | 57 446 CHF | 58 619 CHF | 100,00% | 100,00% |
12/11/2024 | 2,16% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 122 974 | 122 974 | 56 403 CHF | 57 633 CHF | 99,69% | 99,69% |
11/11/2024 | 2,62% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 147 399 | 147 399 | 55 609 CHF | 57 083 CHF | 99,90% | 99,90% |
08/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 149 192 | 149 193 | 56 007 CHF | 57 499 CHF | 100,00% | 100,00% |
07/11/2024 | 3,09% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 171 830 | 171 830 | 54 768 CHF | 56 486 CHF | 99,88% | 99,88% |