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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 744 CHF | 56 744 CHF | 99,38% | 99,38% |
20/11/2024 | 3,91% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 201 050 | 201 050 | 50 433 CHF | 52 443 CHF | 99,39% | 99,39% |
19/11/2024 | 3,96% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 205 987 | 205 987 | 50 970 CHF | 53 030 CHF | 74,15% | 74,15% |
18/11/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 204 197 | 204 196 | 50 762 CHF | 52 804 CHF | 99,28% | 99,28% |
15/11/2024 | 3,70% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 213 | 200 213 | 53 085 CHF | 55 087 CHF | 99,39% | 99,39% |
14/11/2024 | 4,20% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 225 527 | 225 527 | 52 618 CHF | 54 874 CHF | 99,39% | 99,39% |
13/11/2024 | 4,19% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 222 600 | 222 600 | 52 003 CHF | 54 229 CHF | 99,38% | 99,38% |
12/11/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 031 CHF | 54 031 CHF | 99,08% | 99,08% |
11/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 179 CHF | 54 179 CHF | 99,29% | 99,29% |
08/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 225 CHF | 54 225 CHF | 99,39% | 99,39% |