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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 593 CHF | 58 093 CHF | 99,27% | 99,27% |
20/11/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 192 863 | 192 857 | 54 359 CHF | 56 286 CHF | 99,48% | 99,48% |
19/11/2024 | 3,85% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 202 263 | 202 263 | 51 571 CHF | 53 594 CHF | 99,22% | 99,22% |
18/11/2024 | 3,34% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 179 508 | 179 508 | 52 870 CHF | 54 665 CHF | 99,25% | 99,25% |
15/11/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 174 884 | 174 884 | 53 541 CHF | 55 289 CHF | 99,32% | 99,32% |
14/11/2024 | 2,51% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 130 438 | 130 431 | 51 248 CHF | 52 550 CHF | 99,17% | 99,17% |
13/11/2024 | 2,45% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 115 007 | 115 007 | 46 558 CHF | 47 708 CHF | 99,06% | 99,06% |
12/11/2024 | 2,50% | 0,43 CHF | 0,44 CHF | 63 000 | 63 000 | 69 674 | 69 678 | 27 532 CHF | 28 230 CHF | 99,10% | 99,10% |
11/11/2024 | 3,44% | 0,40 CHF | 0,41 CHF | 75 000 | 75 000 | 95 634 | 95 634 | 27 457 CHF | 28 413 CHF | 99,31% | 99,31% |
08/11/2024 | 5,12% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 138 166 | 138 166 | 26 271 CHF | 27 653 CHF | 99,30% | 99,30% |