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 | 3,11% | 0,45 CHF | 0,46 CHF | 250 000 | 250 000 | 147 713 | 129 321 | 63 999 CHF | 57 817 CHF | 99,64% | 99,64% |
20/11/2024 | 3,33% | 0,42 CHF | 0,43 CHF | 250 000 | 250 000 | 152 935 | 129 416 | 63 656 CHF | 55 628 CHF | 99,38% | 99,38% |
19/11/2024 | 3,15% | 0,39 CHF | 0,40 CHF | 250 000 | 250 000 | 151 963 | 129 657 | 61 809 CHF | 54 176 CHF | 98,56% | 98,56% |
18/11/2024 | 2,49% | 0,44 CHF | 0,45 CHF | 250 000 | 250 000 | 142 379 | 129 162 | 64 460 CHF | 59 869 CHF | 98,71% | 98,71% |
15/11/2024 | 2,68% | 0,44 CHF | 0,45 CHF | 250 000 | 250 000 | 148 595 | 130 394 | 65 055 CHF | 58 603 CHF | 96,00% | 96,00% |
14/11/2024 | 2,33% | 0,46 CHF | 0,47 CHF | 250 000 | 250 000 | 140 014 | 129 496 | 66 123 CHF | 62 503 CHF | 99,03% | 99,03% |
13/11/2024 | 2,31% | 0,47 CHF | 0,48 CHF | 250 000 | 250 000 | 149 157 | 132 980 | 67 838 CHF | 61 944 CHF | 91,65% | 91,65% |
12/11/2024 | 2,48% | 0,45 CHF | 0,46 CHF | 250 000 | 250 000 | 145 376 | 130 456 | 66 180 CHF | 60 852 CHF | 95,93% | 95,93% |
11/11/2024 | 3,08% | 0,45 CHF | 0,46 CHF | 250 000 | 250 000 | 153 670 | 129 320 | 64 597 CHF | 56 279 CHF | 99,24% | 99,24% |
08/11/2024 | 3,34% | 0,38 CHF | 0,39 CHF | 250 000 | 250 000 | 165 065 | 129 671 | 60 097 CHF | 48 921 CHF | 98,53% | 98,53% |