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 | 1,87% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 960 CHF | 53 960 CHF | 99,38% | 99,38% |
19/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 104 242 | 104 242 | 52 363 CHF | 53 405 CHF | 99,26% | 99,26% |
18/11/2024 | 2,06% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 124 209 | 124 209 | 59 577 CHF | 60 819 CHF | 99,29% | 99,29% |
15/11/2024 | 2,26% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 714 CHF | 55 964 CHF | 99,39% | 99,39% |
14/11/2024 | 1,93% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 109 349 | 109 349 | 55 878 CHF | 56 972 CHF | 99,39% | 99,39% |
13/11/2024 | 2,22% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 120 549 | 120 549 | 54 042 CHF | 55 248 CHF | 99,36% | 99,36% |
12/11/2024 | 3,02% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 170 065 | 170 065 | 55 447 CHF | 57 148 CHF | 99,10% | 99,10% |
11/11/2024 | 3,08% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 170 916 | 170 914 | 54 605 CHF | 56 314 CHF | 99,28% | 99,28% |
08/11/2024 | 3,02% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 169 899 | 169 899 | 55 366 CHF | 57 065 CHF | 99,38% | 99,38% |
07/11/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 199 405 | 199 405 | 52 366 CHF | 54 360 CHF | 99,28% | 99,28% |