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 | 1,62% | 0,58 CHF | 0,59 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 76 667 CHF | 77 917 CHF | 99,11% | 99,11% |
19/11/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 125 000 | 125 000 | 133 891 | 133 891 | 73 736 CHF | 75 075 CHF | 95,86% | 95,86% |
18/11/2024 | 1,84% | 0,58 CHF | 0,59 CHF | 125 000 | 125 000 | 146 537 | 146 537 | 78 799 CHF | 80 264 CHF | 99,28% | 99,28% |
15/11/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 150 000 | 150 000 | 143 201 | 143 201 | 76 170 CHF | 77 602 CHF | 94,96% | 94,96% |
14/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 74 105 CHF | 75 355 CHF | 97,63% | 97,63% |
13/11/2024 | 1,74% | 0,63 CHF | 0,64 CHF | 125 000 | 125 000 | 109 932 | 109 932 | 62 971 CHF | 64 071 CHF | 98,53% | 98,53% |
12/11/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 72 649 | 72 649 | 38 632 CHF | 39 358 CHF | 98,91% | 98,91% |
11/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 36 408 CHF | 37 158 CHF | 99,27% | 99,27% |
08/11/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 34 769 CHF | 35 519 CHF | 99,41% | 99,41% |
07/11/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 32 901 CHF | 33 651 CHF | 99,28% | 99,28% |