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 | 2,80% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 149 267 | 149 267 | 52 505 CHF | 53 998 CHF | 99,10% | 99,10% |
19/11/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 156 114 | 156 113 | 53 858 CHF | 55 419 CHF | 97,85% | 97,85% |
18/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 151 282 | 151 282 | 54 155 CHF | 55 668 CHF | 99,26% | 99,26% |
15/11/2024 | 3,21% | 0,35 CHF | 0,36 CHF | 175 000 | 175 000 | 175 067 | 175 067 | 53 754 CHF | 55 504 CHF | 99,30% | 99,30% |
14/11/2024 | 3,97% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 212 028 | 212 050 | 52 338 CHF | 54 464 CHF | 99,34% | 99,34% |
13/11/2024 | 4,06% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 194 320 | 194 320 | 47 132 CHF | 49 075 CHF | 98,64% | 98,64% |
12/11/2024 | 4,53% | 0,24 CHF | 0,25 CHF | 113 000 | 113 000 | 124 111 | 124 111 | 26 809 CHF | 28 050 CHF | 98,42% | 98,42% |
11/11/2024 | 5,49% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 146 065 | 146 065 | 25 905 CHF | 27 365 CHF | 99,32% | 99,32% |
08/11/2024 | 5,29% | 0,17 CHF | 0,18 CHF | 150 000 | 150 000 | 142 916 | 142 916 | 26 320 CHF | 27 749 CHF | 99,41% | 99,41% |
07/11/2024 | 4,66% | 0,19 CHF | 0,20 CHF | 138 000 | 138 000 | 127 028 | 127 028 | 26 646 CHF | 27 916 CHF | 99,28% | 99,28% |