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 | 4,11% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 225 179 | 225 179 | 53 656 CHF | 55 908 CHF | 99,81% | 99,81% |
19/11/2024 | 4,37% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 237 005 | 237 004 | 53 082 CHF | 55 452 CHF | 99,72% | 99,72% |
18/11/2024 | 3,90% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 202 074 | 202 074 | 50 771 CHF | 52 791 CHF | 99,70% | 99,70% |
15/11/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 895 CHF | 53 895 CHF | 99,80% | 99,80% |
14/11/2024 | 3,62% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 668 | 200 668 | 54 414 CHF | 56 421 CHF | 99,80% | 99,80% |
13/11/2024 | 4,34% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 235 022 | 235 022 | 52 940 CHF | 55 291 CHF | 99,81% | 99,81% |
12/11/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 245 292 | 245 292 | 54 453 CHF | 56 906 CHF | 99,49% | 99,49% |
11/11/2024 | 4,84% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 255 331 | 255 330 | 51 531 CHF | 54 084 CHF | 99,71% | 99,71% |
08/11/2024 | 6,02% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 322 059 | 322 060 | 51 871 CHF | 55 092 CHF | 99,80% | 99,80% |
07/11/2024 | 5,37% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 289 380 | 289 380 | 52 497 CHF | 55 391 CHF | 95,69% | 95,69% |