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 | 2,53% | 0,38 CHF | 0,39 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 68 237 CHF | 69 987 CHF | 98,98% | 98,98% |
19/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 70 630 CHF | 72 380 CHF | 94,48% | 94,48% |
18/11/2024 | 2,65% | 0,39 CHF | 0,40 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 65 320 CHF | 67 070 CHF | 99,31% | 99,31% |
15/11/2024 | 2,46% | 0,38 CHF | 0,39 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 70 248 CHF | 71 998 CHF | 98,55% | 98,55% |
14/11/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 175 000 | 175 000 | 174 749 | 174 749 | 71 580 CHF | 73 328 CHF | 98,79% | 98,79% |
13/11/2024 | 2,26% | 0,40 CHF | 0,41 CHF | 175 000 | 175 000 | 140 078 | 140 078 | 61 116 CHF | 62 516 CHF | 99,24% | 99,24% |
12/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 75 000 | 75 000 | 81 035 | 81 035 | 34 681 CHF | 35 491 CHF | 98,72% | 98,72% |
11/11/2024 | 2,06% | 0,45 CHF | 0,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 36 069 CHF | 36 819 CHF | 99,30% | 99,30% |
08/11/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 72 730 | 72 730 | 39 501 CHF | 40 228 CHF | 99,43% | 99,43% |
07/11/2024 | 2,07% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 75 318 | 75 318 | 35 982 CHF | 36 735 CHF | 99,02% | 99,02% |