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 | 3,37% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 178 889 | 178 889 | 52 199 CHF | 53 988 CHF | 99,80% | 99,80% |
19/11/2024 | 3,34% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 177 082 | 177 082 | 52 204 CHF | 53 975 CHF | 99,70% | 99,70% |
18/11/2024 | 3,56% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 55 173 CHF | 57 173 CHF | 99,70% | 99,70% |
15/11/2024 | 3,72% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 853 CHF | 54 853 CHF | 99,80% | 99,80% |
14/11/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 663 CHF | 56 663 CHF | 99,80% | 99,80% |
13/11/2024 | 3,58% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 198 954 | 198 954 | 54 529 CHF | 56 519 CHF | 99,79% | 99,79% |
12/11/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 194 809 | 194 809 | 54 643 CHF | 56 592 CHF | 99,50% | 99,50% |
11/11/2024 | 3,62% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 320 CHF | 56 320 CHF | 99,71% | 99,71% |
08/11/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 429 CHF | 54 429 CHF | 99,81% | 99,81% |
07/11/2024 | 3,97% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 207 384 | 207 383 | 51 207 CHF | 53 280 CHF | 95,67% | 95,67% |