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 | 2,51% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 131 614 | 131 616 | 51 808 CHF | 53 124 CHF | 99,48% | 99,48% |
19/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 067 CHF | 55 317 CHF | 98,37% | 98,37% |
18/11/2024 | 2,44% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 267 | 125 267 | 50 791 CHF | 52 044 CHF | 99,36% | 99,36% |
15/11/2024 | 2,38% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 953 CHF | 53 203 CHF | 99,45% | 99,45% |
14/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 645 CHF | 54 895 CHF | 99,24% | 99,24% |
13/11/2024 | 2,64% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 131 730 | 131 730 | 49 341 CHF | 50 659 CHF | 99,16% | 99,16% |
12/11/2024 | 2,26% | 0,40 CHF | 0,41 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 27 540 CHF | 28 170 CHF | 98,28% | 98,28% |
11/11/2024 | 2,58% | 0,46 CHF | 0,47 CHF | 63 000 | 63 000 | 72 469 | 72 469 | 27 837 CHF | 28 562 CHF | 98,39% | 98,39% |
08/11/2024 | 2,99% | 0,36 CHF | 0,37 CHF | 75 000 | 75 000 | 85 365 | 85 365 | 28 114 CHF | 28 968 CHF | 99,40% | 99,40% |
07/11/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 88 000 | 88 000 | 76 196 | 76 196 | 25 930 CHF | 26 692 CHF | 98,80% | 98,80% |