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 | 2,92% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 169 699 | 169 699 | 57 181 CHF | 58 878 CHF | 99,13% | 99,13% |
19/11/2024 | 2,48% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 149 476 | 149 476 | 59 525 CHF | 61 020 CHF | 98,73% | 98,73% |
18/11/2024 | 2,38% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 143 375 | 143 376 | 59 555 CHF | 60 988 CHF | 99,30% | 99,30% |
15/11/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 145 356 | 145 356 | 60 645 CHF | 62 098 CHF | 98,37% | 98,37% |
14/11/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 083 | 150 083 | 56 303 CHF | 57 804 CHF | 98,60% | 98,60% |
13/11/2024 | 2,58% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 134 158 | 134 157 | 51 137 CHF | 52 478 CHF | 99,10% | 99,10% |
12/11/2024 | 2,38% | 0,43 CHF | 0,44 CHF | 75 000 | 75 000 | 74 947 | 74 947 | 31 107 CHF | 31 857 CHF | 99,07% | 99,07% |
11/11/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 28 441 CHF | 29 071 CHF | 99,17% | 99,17% |
08/11/2024 | 2,10% | 0,50 CHF | 0,51 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 29 668 CHF | 30 298 CHF | 99,39% | 99,39% |
07/11/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 33 092 CHF | 33 722 CHF | 99,26% | 99,26% |