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 | 4,41% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 235 824 | 235 823 | 52 381 CHF | 54 739 CHF | 99,38% | 99,38% |
19/11/2024 | 4,55% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 241 921 | 241 922 | 51 936 CHF | 54 356 CHF | 99,26% | 99,26% |
18/11/2024 | 2,42% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 132 195 | 132 195 | 53 973 CHF | 55 295 CHF | 99,31% | 99,31% |
15/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 105 127 | 105 127 | 53 654 CHF | 54 705 CHF | 99,39% | 99,39% |
14/11/2024 | 1,52% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 91 207 | 91 207 | 59 453 CHF | 60 365 CHF | 99,34% | 99,34% |
13/11/2024 | 3,38% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 186 445 | 186 445 | 54 303 CHF | 56 168 CHF | 99,39% | 99,39% |
12/11/2024 | 2,61% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 142 580 | 142 580 | 53 828 CHF | 55 253 CHF | 99,07% | 99,07% |
11/11/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 101 004 | 101 005 | 52 885 CHF | 53 895 CHF | 99,25% | 99,25% |
08/11/2024 | 2,14% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 119 580 | 119 580 | 55 261 CHF | 56 456 CHF | 99,39% | 99,39% |
07/11/2024 | 1,88% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 102 978 | 102 978 | 54 485 CHF | 55 514 CHF | 99,24% | 99,24% |