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 | 3,14% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 967 CHF | 56 717 CHF | 99,49% | 99,49% |
19/11/2024 | 3,23% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 225 | 175 225 | 53 424 CHF | 55 176 CHF | 97,62% | 97,62% |
18/11/2024 | 2,83% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 170 862 | 170 862 | 59 563 CHF | 61 272 CHF | 99,21% | 99,21% |
15/11/2024 | 3,12% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 175 669 | 175 669 | 55 382 CHF | 57 139 CHF | 99,36% | 99,36% |
14/11/2024 | 3,08% | 0,31 CHF | 0,32 CHF | 200 000 | 200 000 | 179 103 | 179 103 | 57 179 CHF | 58 970 CHF | 98,83% | 98,83% |
13/11/2024 | 3,28% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 173 902 | 173 902 | 52 079 CHF | 53 818 CHF | 98,28% | 98,28% |
12/11/2024 | 3,27% | 0,31 CHF | 0,32 CHF | 100 000 | 100 000 | 97 220 | 97 220 | 29 259 CHF | 30 231 CHF | 98,93% | 98,93% |
11/11/2024 | 3,86% | 0,28 CHF | 0,29 CHF | 100 000 | 100 000 | 110 846 | 110 846 | 28 177 CHF | 29 285 CHF | 98,87% | 98,87% |
08/11/2024 | 4,44% | 0,23 CHF | 0,24 CHF | 125 000 | 125 000 | 128 056 | 128 056 | 28 190 CHF | 29 470 CHF | 99,41% | 99,41% |
07/11/2024 | 3,70% | 0,24 CHF | 0,25 CHF | 113 000 | 113 000 | 106 293 | 106 293 | 28 140 CHF | 29 203 CHF | 98,79% | 98,79% |