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 | 4,02% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 216 321 | 216 321 | 52 729 CHF | 54 892 CHF | 99,81% | 99,81% |
19/11/2024 | 4,38% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 237 003 | 237 003 | 52 863 CHF | 55 233 CHF | 99,73% | 99,73% |
18/11/2024 | 3,82% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 259 | 200 259 | 51 444 CHF | 53 447 CHF | 99,70% | 99,70% |
15/11/2024 | 3,66% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 697 CHF | 55 697 CHF | 99,79% | 99,79% |
14/11/2024 | 3,54% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 193 890 | 193 891 | 53 758 CHF | 55 697 CHF | 99,81% | 99,81% |
13/11/2024 | 4,38% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 238 655 | 238 655 | 53 337 CHF | 55 724 CHF | 99,81% | 99,81% |
12/11/2024 | 4,51% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 248 421 | 248 421 | 53 865 CHF | 56 349 CHF | 99,49% | 99,49% |
11/11/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 265 669 | 265 670 | 51 601 CHF | 54 258 CHF | 99,72% | 99,72% |
08/11/2024 | 6,85% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 371 751 | 371 751 | 52 466 CHF | 56 184 CHF | 99,80% | 99,80% |
07/11/2024 | 5,92% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 318 099 | 318 098 | 52 181 CHF | 55 362 CHF | 95,69% | 95,69% |