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 | 3,57% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 55 040 CHF | 57 040 CHF | 99,81% | 99,81% |
19/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 237 CHF | 54 237 CHF | 99,71% | 99,71% |
18/11/2024 | 3,43% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 184 872 | 184 872 | 52 993 CHF | 54 842 CHF | 99,71% | 99,71% |
15/11/2024 | 3,33% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 51 629 CHF | 53 379 CHF | 99,81% | 99,81% |
14/11/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 669 | 175 669 | 54 378 CHF | 56 135 CHF | 99,80% | 99,80% |
13/11/2024 | 3,73% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 691 CHF | 54 691 CHF | 99,81% | 99,81% |
12/11/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 957 CHF | 53 957 CHF | 99,50% | 99,50% |
11/11/2024 | 4,09% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 219 389 | 219 390 | 52 495 CHF | 54 689 CHF | 99,71% | 99,71% |
08/11/2024 | 4,91% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 257 062 | 257 062 | 51 047 CHF | 53 617 CHF | 99,80% | 99,80% |
07/11/2024 | 4,49% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 241 159 | 241 158 | 52 541 CHF | 54 952 CHF | 95,67% | 95,67% |