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 | 4,46% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 244 083 | 244 083 | 53 546 CHF | 55 987 CHF | 99,80% | 99,80% |
19/11/2024 | 4,37% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 238 296 | 238 296 | 53 348 CHF | 55 731 CHF | 99,71% | 99,71% |
18/11/2024 | 4,77% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 51 154 CHF | 53 654 CHF | 99,70% | 99,70% |
15/11/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 266 305 | 266 305 | 51 725 CHF | 54 388 CHF | 99,81% | 99,81% |
14/11/2024 | 4,79% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 252 580 | 252 580 | 51 465 CHF | 53 990 CHF | 99,80% | 99,80% |
13/11/2024 | 4,78% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 51 143 CHF | 53 643 CHF | 99,80% | 99,80% |
12/11/2024 | 4,61% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 987 CHF | 55 487 CHF | 99,49% | 99,49% |
11/11/2024 | 4,83% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 253 285 | 253 284 | 51 249 CHF | 53 782 CHF | 99,71% | 99,71% |
08/11/2024 | 5,04% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 266 818 | 266 818 | 51 585 CHF | 54 253 CHF | 99,81% | 99,81% |
07/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 298 156 | 298 156 | 53 656 CHF | 56 637 CHF | 95,67% | 95,67% |