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 | 1,79% | 0,58 CHF | 0,59 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 69 378 CHF | 70 628 CHF | 99,13% | 99,13% |
19/11/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 67 622 CHF | 68 872 CHF | 97,62% | 97,62% |
18/11/2024 | 1,65% | 0,57 CHF | 0,58 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 75 177 CHF | 76 427 CHF | 98,49% | 98,49% |
15/11/2024 | 1,80% | 0,59 CHF | 0,60 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 69 036 CHF | 70 286 CHF | 99,39% | 99,39% |
14/11/2024 | 1,78% | 0,54 CHF | 0,55 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 69 560 CHF | 70 810 CHF | 98,71% | 98,71% |
13/11/2024 | 1,89% | 0,57 CHF | 0,58 CHF | 125 000 | 125 000 | 111 547 | 111 547 | 58 487 CHF | 59 602 CHF | 98,34% | 98,34% |
12/11/2024 | 1,89% | 0,54 CHF | 0,55 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 32 986 CHF | 33 616 CHF | 99,08% | 99,08% |
11/11/2024 | 2,19% | 0,49 CHF | 0,50 CHF | 63 000 | 63 000 | 72 628 | 72 628 | 32 815 CHF | 33 542 CHF | 99,30% | 99,30% |
08/11/2024 | 2,50% | 0,41 CHF | 0,42 CHF | 75 000 | 75 000 | 78 273 | 78 273 | 30 943 CHF | 31 726 CHF | 99,30% | 99,30% |
07/11/2024 | 2,13% | 0,42 CHF | 0,43 CHF | 75 000 | 75 000 | 70 681 | 70 681 | 32 841 CHF | 33 547 CHF | 99,03% | 99,03% |