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 | 2,10% | 0,46 CHF | 0,47 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 70 661 CHF | 72 161 CHF | 99,58% | 99,58% |
19/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 67 325 CHF | 68 825 CHF | 99,56% | 99,56% |
18/11/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 69 162 CHF | 70 662 CHF | 99,56% | 99,56% |
15/11/2024 | 1,99% | 0,48 CHF | 0,49 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 74 679 CHF | 76 179 CHF | 98,93% | 98,93% |
14/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 75 311 CHF | 76 811 CHF | 99,58% | 99,58% |
13/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 74 611 CHF | 76 111 CHF | 99,59% | 99,59% |
12/11/2024 | 1,92% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 64 386 CHF | 65 636 CHF | 99,55% | 99,55% |
11/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 70 921 CHF | 72 171 CHF | 99,51% | 99,51% |
08/11/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 65 543 CHF | 66 793 CHF | 99,52% | 99,52% |
07/11/2024 | 1,83% | 0,56 CHF | 0,57 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 81 477 CHF | 82 977 CHF | 98,89% | 99,01% |