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 | 2,05% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 60 484 CHF | 61 734 CHF | 99,80% | 99,80% |
19/11/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 881 CHF | 55 131 CHF | 99,71% | 99,71% |
18/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 431 CHF | 56 681 CHF | 99,70% | 99,70% |
15/11/2024 | 2,17% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 906 CHF | 58 156 CHF | 99,80% | 99,80% |
14/11/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 59 713 CHF | 60 963 CHF | 99,80% | 99,80% |
13/11/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 919 CHF | 60 169 CHF | 99,80% | 99,80% |
12/11/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 832 CHF | 58 082 CHF | 99,50% | 99,50% |
11/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 248 CHF | 57 498 CHF | 99,70% | 99,70% |
08/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 689 CHF | 56 939 CHF | 99,81% | 99,81% |
07/11/2024 | 2,05% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 124 698 | 124 697 | 60 184 CHF | 61 431 CHF | 95,68% | 95,68% |