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 | 3,63% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 116 CHF | 56 116 CHF | 99,38% | 99,38% |
19/11/2024 | 3,87% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 403 | 200 403 | 50 843 CHF | 52 847 CHF | 99,25% | 99,25% |
18/11/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 53 894 CHF | 56 144 CHF | 99,30% | 99,30% |
15/11/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 54 000 CHF | 56 250 CHF | 99,39% | 99,39% |
14/11/2024 | 4,03% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 217 833 | 217 833 | 52 871 CHF | 55 049 CHF | 99,36% | 99,36% |
13/11/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 218 790 | 218 790 | 53 029 CHF | 55 217 CHF | 99,37% | 99,37% |
12/11/2024 | 4,38% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 241 402 | 241 402 | 53 920 CHF | 56 334 CHF | 99,07% | 99,07% |
11/11/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 232 432 | 232 432 | 52 772 CHF | 55 096 CHF | 99,24% | 99,24% |
08/11/2024 | 4,28% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 228 841 | 228 841 | 52 254 CHF | 54 543 CHF | 99,38% | 99,38% |
07/11/2024 | 4,44% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 245 761 | 245 761 | 54 062 CHF | 56 520 CHF | 99,28% | 99,28% |