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 | 2,34% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 125 262 | 125 262 | 53 008 CHF | 54 261 CHF | 100,00% | 100,00% |
19/11/2024 | 2,36% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 127 606 | 127 606 | 53 588 CHF | 54 864 CHF | 99,39% | 99,39% |
18/11/2024 | 2,11% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 123 433 | 123 433 | 57 945 CHF | 59 180 CHF | 99,91% | 99,91% |
15/11/2024 | 2,14% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 789 CHF | 59 039 CHF | 100,00% | 100,00% |
14/11/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 479 | 125 479 | 56 453 CHF | 57 707 CHF | 100,00% | 100,00% |
13/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 138 333 | 138 333 | 53 950 CHF | 55 334 CHF | 100,00% | 100,00% |
12/11/2024 | 2,27% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 653 CHF | 55 903 CHF | 99,67% | 99,67% |
11/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 127 341 | 127 341 | 54 840 CHF | 56 113 CHF | 99,89% | 99,89% |
08/11/2024 | 2,40% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 511 | 125 511 | 51 676 CHF | 52 931 CHF | 100,00% | 100,00% |
07/11/2024 | 2,51% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 140 854 | 140 854 | 55 272 CHF | 56 681 CHF | 99,89% | 99,89% |