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 | 3,03% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 172 811 | 172 813 | 56 184 CHF | 57 912 CHF | 99,97% | 99,97% |
19/11/2024 | 3,13% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 171 980 | 171 980 | 54 118 CHF | 55 837 CHF | 99,79% | 99,79% |
18/11/2024 | 2,85% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 156 501 | 156 501 | 54 201 CHF | 55 766 CHF | 99,88% | 99,88% |
15/11/2024 | 2,81% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 153 517 | 153 516 | 53 870 CHF | 55 405 CHF | 100,00% | 100,00% |
14/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 165 242 | 165 244 | 54 073 CHF | 55 726 CHF | 99,64% | 99,64% |
13/11/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 179 928 | 179 927 | 53 470 CHF | 55 269 CHF | 99,96% | 99,96% |
12/11/2024 | 3,56% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 192 156 | 192 157 | 53 029 CHF | 54 951 CHF | 99,76% | 99,76% |
11/11/2024 | 2,63% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 144 551 | 144 550 | 54 174 CHF | 55 620 CHF | 99,80% | 99,80% |
08/11/2024 | 2,67% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 597 CHF | 57 097 CHF | 99,81% | 99,81% |
07/11/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 150 558 | 150 558 | 56 196 CHF | 57 702 CHF | 99,89% | 99,89% |