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 | 2,84% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 152 101 | 152 101 | 52 712 CHF | 54 233 CHF | 99,10% | 99,10% |
19/11/2024 | 2,74% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 990 CHF | 55 490 CHF | 88,64% | 88,64% |
18/11/2024 | 3,04% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 169 791 | 169 791 | 55 037 CHF | 56 735 CHF | 98,87% | 98,87% |
15/11/2024 | 2,79% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 151 710 | 151 710 | 53 709 CHF | 55 226 CHF | 98,76% | 98,76% |
14/11/2024 | 2,71% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 578 CHF | 56 078 CHF | 99,36% | 99,36% |
13/11/2024 | 2,51% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 133 787 | 133 787 | 52 772 CHF | 54 110 CHF | 98,72% | 98,72% |
12/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 75 000 | 75 000 | 74 312 | 74 312 | 28 784 CHF | 29 527 CHF | 98,72% | 98,72% |
11/11/2024 | 2,22% | 0,41 CHF | 0,42 CHF | 63 000 | 63 000 | 63 249 | 63 250 | 28 205 CHF | 28 838 CHF | 99,31% | 99,31% |
08/11/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 32 685 CHF | 33 315 CHF | 99,46% | 99,46% |
07/11/2024 | 2,24% | 0,49 CHF | 0,50 CHF | 63 000 | 63 000 | 63 293 | 63 293 | 28 035 CHF | 28 668 CHF | 98,81% | 98,81% |