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 | 2,98% | 0,36 CHF | 0,36 CHF | 250 000 | 250 000 | 171 329 | 129 402 | 60 354 CHF | 46 897 CHF | 99,40% | 99,40% |
19/11/2024 | 2,99% | 0,34 CHF | 0,34 CHF | 250 000 | 250 000 | 171 673 | 129 633 | 58 911 CHF | 45 438 CHF | 98,61% | 98,61% |
18/11/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 250 000 | 250 000 | 155 582 | 129 144 | 60 383 CHF | 51 244 CHF | 98,76% | 98,76% |
15/11/2024 | 2,77% | 0,38 CHF | 0,38 CHF | 250 000 | 250 000 | 164 184 | 130 374 | 61 337 CHF | 49 957 CHF | 96,04% | 96,04% |
14/11/2024 | 2,54% | 0,40 CHF | 0,40 CHF | 250 000 | 250 000 | 155 715 | 129 478 | 63 477 CHF | 53 867 CHF | 99,08% | 99,08% |
13/11/2024 | 2,66% | 0,41 CHF | 0,41 CHF | 250 000 | 250 000 | 163 586 | 131 737 | 63 786 CHF | 52 719 CHF | 93,67% | 93,67% |
12/11/2024 | 2,66% | 0,39 CHF | 0,39 CHF | 250 000 | 250 000 | 159 119 | 130 447 | 62 245 CHF | 52 264 CHF | 95,94% | 95,94% |
11/11/2024 | 3,00% | 0,39 CHF | 0,39 CHF | 250 000 | 250 000 | 172 372 | 129 304 | 61 235 CHF | 47 648 CHF | 99,28% | 99,28% |
08/11/2024 | 3,53% | 0,32 CHF | 0,33 CHF | 250 000 | 250 000 | 192 711 | 129 653 | 57 735 CHF | 40 437 CHF | 98,58% | 98,58% |
07/11/2024 | 3,40% | 0,31 CHF | 0,32 CHF | 250 000 | 250 000 | 187 572 | 130 530 | 57 266 CHF | 41 230 CHF | 97,26% | 97,26% |