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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 173 CHF | 55 423 CHF | 98,43% | 98,43% |
22/11/2024 | 2,14% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 805 CHF | 59 055 CHF | 100,00% | 100,00% |
20/11/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 124 443 | 124 443 | 57 762 CHF | 59 006 CHF | 100,00% | 100,00% |
19/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 034 | 100 035 | 53 114 CHF | 54 115 CHF | 99,86% | 99,86% |
18/11/2024 | 1,99% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 107 537 | 107 537 | 53 318 CHF | 54 393 CHF | 99,91% | 99,91% |
15/11/2024 | 2,06% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 123 188 | 123 188 | 59 231 CHF | 60 462 CHF | 100,00% | 100,00% |
14/11/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 510 CHF | 56 760 CHF | 100,00% | 100,00% |
13/11/2024 | 2,14% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 123 476 | 123 476 | 57 172 CHF | 58 407 CHF | 100,00% | 100,00% |
12/11/2024 | 3,03% | 0,42 CHF | 0,43 CHF | 150 000 | 150 000 | 169 250 | 169 250 | 55 210 CHF | 56 903 CHF | 99,72% | 99,72% |
11/11/2024 | 3,27% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 174 965 | 174 965 | 52 619 CHF | 54 369 CHF | 99,91% | 99,91% |