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 | 3,17% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 397 CHF | 56 147 CHF | 99,18% | 99,18% |
19/11/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 170 525 | 170 525 | 54 121 CHF | 55 826 CHF | 99,34% | 99,34% |
18/11/2024 | 2,60% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 144 272 | 144 272 | 54 834 CHF | 56 277 CHF | 99,37% | 99,37% |
15/11/2024 | 2,23% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 384 CHF | 56 634 CHF | 99,48% | 99,48% |
14/11/2024 | 2,14% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 761 CHF | 59 011 CHF | 99,44% | 99,44% |
13/11/2024 | 2,53% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 847 | 125 847 | 49 052 CHF | 50 310 CHF | 98,75% | 98,75% |
12/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 63 000 | 63 000 | 68 833 | 68 833 | 27 077 CHF | 27 765 CHF | 99,03% | 99,03% |
11/11/2024 | 3,88% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 104 402 | 104 401 | 26 390 CHF | 27 434 CHF | 98,86% | 98,86% |
08/11/2024 | 4,29% | 0,22 CHF | 0,23 CHF | 125 000 | 125 000 | 115 533 | 115 533 | 26 342 CHF | 27 498 CHF | 99,49% | 99,49% |
07/11/2024 | 4,06% | 0,23 CHF | 0,24 CHF | 113 000 | 113 000 | 106 843 | 106 843 | 25 761 CHF | 26 830 CHF | 99,20% | 99,20% |