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 | 3,06% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 170 176 | 170 177 | 54 690 CHF | 56 392 CHF | 99,45% | 99,45% |
19/11/2024 | 3,16% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 174 395 | 174 395 | 54 265 CHF | 56 009 CHF | 97,45% | 97,45% |
18/11/2024 | 2,71% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 746 CHF | 56 246 CHF | 99,03% | 99,03% |
15/11/2024 | 3,03% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 170 914 | 170 914 | 55 472 CHF | 57 181 CHF | 98,56% | 98,56% |
14/11/2024 | 3,02% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 171 485 | 171 485 | 55 940 CHF | 57 655 CHF | 98,76% | 98,76% |
13/11/2024 | 3,26% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 153 004 | 153 004 | 46 131 CHF | 47 661 CHF | 98,08% | 98,08% |
12/11/2024 | 3,28% | 0,32 CHF | 0,33 CHF | 88 000 | 88 000 | 89 204 | 89 206 | 26 789 CHF | 27 681 CHF | 98,52% | 98,52% |
11/11/2024 | 4,06% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 110 571 | 110 571 | 26 726 CHF | 27 831 CHF | 99,32% | 99,32% |
08/11/2024 | 4,91% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 129 535 | 129 535 | 25 735 CHF | 27 030 CHF | 99,31% | 99,31% |
07/11/2024 | 3,84% | 0,22 CHF | 0,23 CHF | 113 000 | 113 000 | 103 148 | 103 148 | 26 381 CHF | 27 412 CHF | 99,23% | 99,23% |