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 | 4,22% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 229 341 | 229 341 | 53 142 CHF | 55 435 CHF | 99,37% | 99,37% |
19/11/2024 | 4,63% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 835 CHF | 55 335 CHF | 88,35% | 88,35% |
18/11/2024 | 5,04% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 266 341 | 266 341 | 51 526 CHF | 54 190 CHF | 99,28% | 99,28% |
15/11/2024 | 5,04% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 268 346 | 268 346 | 51 847 CHF | 54 531 CHF | 99,38% | 99,38% |
14/11/2024 | 4,91% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 253 649 | 253 649 | 50 396 CHF | 52 933 CHF | 99,32% | 99,32% |
13/11/2024 | 5,32% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 287 661 | 287 661 | 52 587 CHF | 55 463 CHF | 99,36% | 99,36% |
12/11/2024 | 3,70% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 116 CHF | 55 116 CHF | 99,08% | 99,08% |
11/11/2024 | 3,88% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 202 360 | 202 360 | 51 090 CHF | 53 113 CHF | 99,22% | 99,22% |
08/11/2024 | 3,53% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 55 676 CHF | 57 676 CHF | 99,39% | 99,39% |
07/11/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 194 757 | 194 757 | 54 648 CHF | 56 596 CHF | 99,27% | 99,27% |