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 | 4,86% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 256 959 | 256 960 | 51 672 CHF | 54 242 CHF | 99,81% | 99,81% |
19/11/2024 | 4,67% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 251 186 | 251 186 | 52 624 CHF | 55 136 CHF | 99,70% | 99,70% |
18/11/2024 | 5,31% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 291 709 | 291 708 | 53 453 CHF | 56 370 CHF | 99,69% | 99,69% |
15/11/2024 | 5,76% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 308 126 | 308 125 | 51 958 CHF | 55 039 CHF | 99,80% | 99,80% |
14/11/2024 | 5,34% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 289 022 | 289 021 | 52 715 CHF | 55 605 CHF | 99,80% | 99,80% |
13/11/2024 | 5,34% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 289 558 | 289 558 | 52 768 CHF | 55 664 CHF | 99,80% | 99,80% |
12/11/2024 | 5,14% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 273 686 | 273 686 | 51 789 CHF | 54 526 CHF | 99,49% | 99,49% |
11/11/2024 | 5,47% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 296 101 | 296 101 | 52 661 CHF | 55 622 CHF | 99,71% | 99,71% |
08/11/2024 | 5,84% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 308 918 | 308 918 | 51 395 CHF | 54 484 CHF | 99,80% | 99,80% |
07/11/2024 | 6,71% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 364 125 | 364 124 | 52 433 CHF | 56 074 CHF | 95,69% | 95,69% |