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 | 4,39% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 238 886 | 238 886 | 53 233 CHF | 55 622 CHF | 99,80% | 99,80% |
19/11/2024 | 5,15% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 276 519 | 276 520 | 52 258 CHF | 55 024 CHF | 99,70% | 99,70% |
18/11/2024 | 4,57% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 249 075 | 249 075 | 53 243 CHF | 55 734 CHF | 99,69% | 99,69% |
15/11/2024 | 3,87% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 204 637 | 204 637 | 51 865 CHF | 53 911 CHF | 99,80% | 99,80% |
14/11/2024 | 3,62% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 199 920 | 199 920 | 54 193 CHF | 56 192 CHF | 99,80% | 99,80% |
13/11/2024 | 3,83% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 203 619 | 203 618 | 52 219 CHF | 54 255 CHF | 99,80% | 99,80% |
12/11/2024 | 3,34% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 180 209 | 180 209 | 53 034 CHF | 54 836 CHF | 99,50% | 99,50% |
11/11/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 56 586 CHF | 58 336 CHF | 99,72% | 99,72% |
08/11/2024 | 3,29% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 52 307 CHF | 54 057 CHF | 99,81% | 99,81% |
07/11/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 167 930 | 167 930 | 55 137 CHF | 56 816 CHF | 95,70% | 95,70% |