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 | 2,28% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 139 CHF | 55 389 CHF | 99,39% | 99,39% |
19/11/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 787 | 125 787 | 51 350 CHF | 52 608 CHF | 99,26% | 99,26% |
18/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 257 CHF | 57 507 CHF | 99,29% | 99,29% |
15/11/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 328 CHF | 59 578 CHF | 99,38% | 99,38% |
14/11/2024 | 2,14% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 955 CHF | 59 205 CHF | 99,35% | 99,35% |
13/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 124 740 | 124 740 | 57 887 CHF | 59 135 CHF | 99,39% | 99,39% |
12/11/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 106 875 | 106 875 | 53 998 CHF | 55 066 CHF | 99,08% | 99,08% |
11/11/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 101 049 | 101 049 | 51 722 CHF | 52 733 CHF | 99,27% | 99,27% |
08/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 99 835 | 99 835 | 55 058 CHF | 56 057 CHF | 99,39% | 99,39% |
07/11/2024 | 1,37% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 76 310 | 76 310 | 55 441 CHF | 56 204 CHF | 99,27% | 99,27% |