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 | 2,18% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 864 CHF | 58 114 CHF | 99,07% | 99,07% |
19/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 574 CHF | 57 824 CHF | 95,89% | 95,89% |
18/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 372 CHF | 56 622 CHF | 99,34% | 99,34% |
15/11/2024 | 2,33% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 123 CHF | 54 373 CHF | 99,33% | 99,33% |
14/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 952 CHF | 57 202 CHF | 99,01% | 99,01% |
13/11/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 111 566 | 111 566 | 49 064 CHF | 50 180 CHF | 98,69% | 98,69% |
12/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 27 944 CHF | 28 574 CHF | 98,42% | 98,42% |
11/11/2024 | 2,28% | 0,46 CHF | 0,47 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 27 394 CHF | 28 024 CHF | 99,32% | 99,32% |
08/11/2024 | 2,47% | 0,43 CHF | 0,44 CHF | 63 000 | 63 000 | 68 858 | 68 858 | 27 473 CHF | 28 161 CHF | 99,45% | 99,45% |
07/11/2024 | 2,40% | 0,38 CHF | 0,39 CHF | 75 000 | 75 000 | 64 633 | 64 633 | 26 601 CHF | 27 247 CHF | 99,29% | 99,29% |