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 | 2,49% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 137 162 | 137 162 | 54 280 CHF | 55 652 CHF | 99,37% | 99,37% |
19/11/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 192 CHF | 55 692 CHF | 99,29% | 99,29% |
18/11/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 144 559 | 144 559 | 55 462 CHF | 56 908 CHF | 99,30% | 99,30% |
15/11/2024 | 2,19% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 581 CHF | 57 831 CHF | 99,39% | 99,39% |
14/11/2024 | 2,34% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 813 CHF | 54 063 CHF | 99,35% | 99,35% |
13/11/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 888 CHF | 56 138 CHF | 99,39% | 99,39% |
12/11/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 023 CHF | 54 273 CHF | 99,10% | 99,10% |
11/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 124 474 | 124 474 | 55 518 CHF | 56 763 CHF | 99,31% | 99,31% |
08/11/2024 | 2,63% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 146 306 | 146 306 | 54 967 CHF | 56 430 CHF | 99,39% | 99,39% |
07/11/2024 | 2,26% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 788 | 125 788 | 55 113 CHF | 56 371 CHF | 99,26% | 99,26% |