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 | 2,33% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 012 CHF | 54 262 CHF | 100,00% | 100,00% |
19/11/2024 | 2,51% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 140 114 | 140 114 | 55 011 CHF | 56 412 CHF | 99,92% | 99,92% |
18/11/2024 | 2,44% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 126 304 | 126 304 | 51 185 CHF | 52 448 CHF | 99,88% | 99,88% |
15/11/2024 | 2,34% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 811 CHF | 54 061 CHF | 100,00% | 100,00% |
14/11/2024 | 2,44% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 132 046 | 132 046 | 53 421 CHF | 54 742 CHF | 100,00% | 100,00% |
13/11/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 139 571 | 139 571 | 54 341 CHF | 55 737 CHF | 100,00% | 100,00% |
12/11/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 259 | 125 259 | 51 707 CHF | 52 960 CHF | 99,68% | 99,68% |
11/11/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 146 CHF | 59 396 CHF | 99,91% | 99,91% |
08/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 578 CHF | 58 828 CHF | 100,00% | 100,00% |
07/11/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 006 CHF | 59 256 CHF | 99,89% | 99,89% |