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 | 2,95% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 157 670 | 157 670 | 52 591 CHF | 54 167 CHF | 99,10% | 99,10% |
19/11/2024 | 2,93% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 160 460 | 160 460 | 53 894 CHF | 55 499 CHF | 98,62% | 98,62% |
18/11/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 155 761 | 155 761 | 52 982 CHF | 54 540 CHF | 98,18% | 98,18% |
15/11/2024 | 2,58% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 148 615 | 148 615 | 56 998 CHF | 58 484 CHF | 98,52% | 98,52% |
14/11/2024 | 2,08% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 59 538 CHF | 60 788 CHF | 98,64% | 98,64% |
13/11/2024 | 2,05% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 107 565 | 107 565 | 51 784 CHF | 52 859 CHF | 99,24% | 99,24% |
12/11/2024 | 1,86% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 657 CHF | 27 157 CHF | 98,47% | 98,47% |
11/11/2024 | 1,64% | 0,55 CHF | 0,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 388 CHF | 30 888 CHF | 99,06% | 99,06% |
08/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 752 CHF | 31 252 CHF | 99,32% | 99,32% |
07/11/2024 | 1,61% | 0,65 CHF | 0,66 CHF | 50 000 | 50 000 | 49 498 | 49 498 | 30 559 CHF | 31 054 CHF | 98,83% | 98,83% |