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 | 2,59% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 149 154 | 149 154 | 56 908 CHF | 58 400 CHF | 99,80% | 99,80% |
19/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 385 CHF | 54 635 CHF | 99,71% | 99,71% |
18/11/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 063 CHF | 53 313 CHF | 99,70% | 99,70% |
15/11/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 401 CHF | 52 651 CHF | 99,80% | 99,80% |
14/11/2024 | 2,44% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 125 518 | 125 518 | 50 886 CHF | 52 141 CHF | 99,80% | 99,80% |
13/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 125 775 | 125 775 | 50 303 CHF | 51 561 CHF | 99,80% | 99,80% |
12/11/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 493 CHF | 53 743 CHF | 99,49% | 99,49% |
11/11/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 679 CHF | 52 929 CHF | 99,71% | 99,71% |
08/11/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 963 CHF | 53 213 CHF | 99,80% | 99,80% |
07/11/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 136 179 | 136 179 | 53 832 CHF | 55 194 CHF | 95,68% | 95,68% |