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 | 4,72% | 0,64 CHF | 0,66 CHF | 200 000 | 200 000 | 74 716 | 74 716 | 51 798 CHF | 53 919 CHF | 99,58% | 99,58% |
19/11/2024 | 5,10% | 0,66 CHF | 0,68 CHF | 300 000 | 300 000 | 120 039 | 120 039 | 79 010 CHF | 82 311 CHF | 86,47% | 86,47% |
18/11/2024 | 4,95% | 0,73 CHF | 0,75 CHF | 300 000 | 300 000 | 112 123 | 112 123 | 79 717 CHF | 82 899 CHF | 99,57% | 99,57% |
15/11/2024 | 3,99% | 0,73 CHF | 0,75 CHF | 200 000 | 200 000 | 74 739 | 74 739 | 61 353 CHF | 63 474 CHF | 99,62% | 99,62% |
14/11/2024 | 3,77% | 0,93 CHF | 0,95 CHF | 200 000 | 200 000 | 74 754 | 74 754 | 70 296 CHF | 72 417 CHF | 99,58% | 99,58% |
13/11/2024 | 4,10% | 0,84 CHF | 0,86 CHF | 200 000 | 200 000 | 75 489 | 75 489 | 62 877 CHF | 65 010 CHF | 97,51% | 97,51% |
12/11/2024 | 4,46% | 0,83 CHF | 0,85 CHF | 200 000 | 200 000 | 75 674 | 75 674 | 60 419 CHF | 62 554 CHF | 97,00% | 97,00% |
11/11/2024 | 3,99% | 0,79 CHF | 0,81 CHF | 200 000 | 200 000 | 74 743 | 74 743 | 64 834 CHF | 66 955 CHF | 99,60% | 99,60% |
08/11/2024 | 3,76% | 0,91 CHF | 0,93 CHF | 200 000 | 200 000 | 74 734 | 74 734 | 69 654 CHF | 71 775 CHF | 99,61% | 99,61% |
07/11/2024 | 4,05% | 0,95 CHF | 0,97 CHF | 200 000 | 200 000 | 74 706 | 74 706 | 65 748 CHF | 67 869 CHF | 99,59% | 99,59% |