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 | 2,16% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 121 645 | 121 645 | 55 538 CHF | 56 755 CHF | 99,02% | 99,02% |
19/11/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 374 CHF | 57 624 CHF | 98,64% | 98,64% |
18/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 124 201 | 124 201 | 57 589 CHF | 58 831 CHF | 97,88% | 97,88% |
15/11/2024 | 2,39% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 064 | 125 064 | 51 769 CHF | 53 019 CHF | 99,30% | 99,30% |
14/11/2024 | 2,75% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 746 CHF | 55 246 CHF | 98,66% | 98,66% |
13/11/2024 | 2,82% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 133 531 | 133 531 | 46 870 CHF | 48 206 CHF | 99,04% | 99,04% |
12/11/2024 | 3,07% | 0,35 CHF | 0,36 CHF | 75 000 | 75 000 | 87 179 | 87 179 | 27 977 CHF | 28 849 CHF | 99,06% | 99,06% |
11/11/2024 | 3,52% | 0,32 CHF | 0,33 CHF | 88 000 | 88 000 | 97 501 | 97 501 | 27 269 CHF | 28 244 CHF | 99,33% | 99,33% |
08/11/2024 | 3,44% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 93 254 | 93 251 | 26 600 CHF | 27 532 CHF | 99,30% | 99,30% |
07/11/2024 | 3,19% | 0,29 CHF | 0,30 CHF | 88 000 | 88 000 | 88 862 | 88 862 | 27 472 CHF | 28 360 CHF | 98,70% | 98,70% |