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 | 2,06% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 124 735 | 124 735 | 59 906 CHF | 61 154 CHF | 99,07% | 99,07% |
19/11/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 126 988 | 126 988 | 52 498 CHF | 53 768 CHF | 95,60% | 95,60% |
18/11/2024 | 2,52% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 144 767 | 144 767 | 56 698 CHF | 58 146 CHF | 99,36% | 99,36% |
15/11/2024 | 2,52% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 138 600 | 138 598 | 54 214 CHF | 55 599 CHF | 98,64% | 98,64% |
14/11/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 124 901 | 124 901 | 58 737 CHF | 59 986 CHF | 98,73% | 98,73% |
13/11/2024 | 2,26% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 107 373 | 107 373 | 47 275 CHF | 48 349 CHF | 98,89% | 98,89% |
12/11/2024 | 2,52% | 0,37 CHF | 0,38 CHF | 75 000 | 75 000 | 71 097 | 71 086 | 27 835 CHF | 28 542 CHF | 98,84% | 98,84% |
11/11/2024 | 2,98% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 83 156 | 83 156 | 27 431 CHF | 28 262 CHF | 99,11% | 99,11% |
08/11/2024 | 3,09% | 0,30 CHF | 0,31 CHF | 88 000 | 88 000 | 86 125 | 86 125 | 27 468 CHF | 28 329 CHF | 99,46% | 99,46% |
07/11/2024 | 3,34% | 0,29 CHF | 0,30 CHF | 88 000 | 88 000 | 88 663 | 88 663 | 26 097 CHF | 26 984 CHF | 99,33% | 99,33% |