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 | 3,21% | 0,40 CHF | 0,41 CHF | 250 000 | 250 000 | 155 693 | 129 495 | 61 346 CHF | 52 661 CHF | 99,19% | 99,19% |
19/11/2024 | 3,34% | 0,37 CHF | 0,38 CHF | 250 000 | 250 000 | 156 987 | 129 753 | 60 321 CHF | 51 276 CHF | 98,31% | 98,31% |
18/11/2024 | 3,13% | 0,42 CHF | 0,43 CHF | 250 000 | 250 000 | 147 635 | 129 234 | 63 484 CHF | 57 168 CHF | 98,54% | 98,54% |
15/11/2024 | 2,55% | 0,41 CHF | 0,42 CHF | 250 000 | 250 000 | 151 834 | 130 473 | 63 198 CHF | 55 724 CHF | 95,82% | 95,82% |
14/11/2024 | 2,51% | 0,44 CHF | 0,45 CHF | 250 000 | 250 000 | 142 545 | 129 568 | 64 292 CHF | 59 838 CHF | 98,86% | 98,86% |
13/11/2024 | 2,38% | 0,45 CHF | 0,46 CHF | 250 000 | 250 000 | 151 138 | 134 916 | 65 661 CHF | 60 064 CHF | 88,65% | 88,65% |
12/11/2024 | 2,77% | 0,43 CHF | 0,44 CHF | 250 000 | 250 000 | 148 824 | 130 519 | 64 500 CHF | 58 088 CHF | 95,77% | 95,77% |
11/11/2024 | 3,05% | 0,43 CHF | 0,44 CHF | 250 000 | 250 000 | 159 061 | 129 362 | 63 298 CHF | 53 369 CHF | 99,14% | 99,14% |
08/11/2024 | 3,70% | 0,36 CHF | 0,37 CHF | 250 000 | 250 000 | 174 789 | 129 705 | 59 756 CHF | 46 178 CHF | 98,47% | 98,47% |
07/11/2024 | 3,56% | 0,35 CHF | 0,36 CHF | 250 000 | 250 000 | 171 997 | 130 592 | 59 919 CHF | 47 131 CHF | 97,11% | 97,11% |