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 | 3,40% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 183 486 | 183 486 | 52 973 CHF | 54 808 CHF | 99,38% | 99,38% |
19/11/2024 | 3,15% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 760 | 175 760 | 54 982 CHF | 56 739 CHF | 99,30% | 99,30% |
18/11/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 214 939 | 214 939 | 52 065 CHF | 54 215 CHF | 99,25% | 99,25% |
15/11/2024 | 4,35% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 235 670 | 235 670 | 53 000 CHF | 55 357 CHF | 99,38% | 99,38% |
14/11/2024 | 4,24% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 227 669 | 227 669 | 52 599 CHF | 54 876 CHF | 99,32% | 99,32% |
13/11/2024 | 3,79% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 204 257 | 204 257 | 52 927 CHF | 54 969 CHF | 99,36% | 99,36% |
12/11/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 271 760 | 271 760 | 51 572 CHF | 54 290 CHF | 99,06% | 99,06% |
11/11/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 194 044 | 194 044 | 52 928 CHF | 54 868 CHF | 99,28% | 99,28% |
08/11/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 153 866 | 153 866 | 53 103 CHF | 54 641 CHF | 99,39% | 99,39% |
07/11/2024 | 3,00% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 169 737 | 169 737 | 55 628 CHF | 57 325 CHF | 99,19% | 99,19% |