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 | 3,88% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 205 293 | 205 293 | 51 844 CHF | 53 897 CHF | 99,38% | 99,38% |
19/11/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 224 821 | 224 821 | 52 793 CHF | 55 041 CHF | 99,27% | 99,27% |
18/11/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 197 666 | 197 666 | 53 212 CHF | 55 189 CHF | 99,26% | 99,26% |
15/11/2024 | 3,60% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 197 145 | 197 145 | 53 814 CHF | 55 785 CHF | 99,38% | 99,38% |
14/11/2024 | 3,90% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 207 603 | 207 603 | 52 144 CHF | 54 220 CHF | 99,37% | 99,37% |
13/11/2024 | 3,57% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 193 381 | 193 381 | 53 146 CHF | 55 080 CHF | 99,36% | 99,36% |
12/11/2024 | 3,62% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 197 332 | 197 332 | 53 535 CHF | 55 508 CHF | 99,03% | 99,03% |
11/11/2024 | 2,87% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 154 818 | 154 818 | 53 210 CHF | 54 758 CHF | 99,22% | 99,22% |
08/11/2024 | 3,14% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 172 278 | 172 278 | 53 961 CHF | 55 684 CHF | 99,38% | 99,38% |
07/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 154 303 | 154 303 | 54 860 CHF | 56 403 CHF | 99,27% | 99,27% |