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 | 4,05% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 217 206 | 217 206 | 52 563 CHF | 54 735 CHF | 99,80% | 99,80% |
19/11/2024 | 4,51% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 247 654 | 247 654 | 53 659 CHF | 56 136 CHF | 99,70% | 99,70% |
18/11/2024 | 4,16% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 224 337 | 224 337 | 52 887 CHF | 55 131 CHF | 99,69% | 99,69% |
15/11/2024 | 3,67% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 199 811 | 199 811 | 53 491 CHF | 55 489 CHF | 99,80% | 99,80% |
14/11/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 189 640 | 189 640 | 53 691 CHF | 55 587 CHF | 99,80% | 99,80% |
13/11/2024 | 3,61% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 409 CHF | 56 409 CHF | 99,80% | 99,80% |
12/11/2024 | 3,27% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 178 380 | 178 379 | 53 592 CHF | 55 376 CHF | 99,50% | 99,50% |
11/11/2024 | 3,06% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 56 260 CHF | 58 010 CHF | 99,70% | 99,70% |
08/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 088 CHF | 54 838 CHF | 99,81% | 99,81% |
07/11/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 170 384 | 170 384 | 55 832 CHF | 57 536 CHF | 95,69% | 95,69% |