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 | 4,48% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 240 116 | 240 116 | 52 422 CHF | 54 824 CHF | 99,49% | 99,49% |
19/11/2024 | 5,00% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 262 507 | 262 507 | 51 124 CHF | 53 749 CHF | 99,02% | 99,02% |
18/11/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 237 061 | 237 061 | 53 244 CHF | 55 615 CHF | 99,29% | 99,29% |
15/11/2024 | 3,51% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 186 337 | 186 337 | 52 127 CHF | 53 990 CHF | 98,88% | 98,88% |
14/11/2024 | 2,76% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 153 706 | 153 706 | 54 817 CHF | 56 354 CHF | 99,10% | 99,10% |
13/11/2024 | 3,45% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 170 012 | 170 012 | 48 654 CHF | 50 354 CHF | 98,10% | 98,10% |
12/11/2024 | 3,84% | 0,25 CHF | 0,26 CHF | 100 000 | 100 000 | 100 273 | 100 273 | 25 618 CHF | 26 620 CHF | 99,16% | 99,16% |
11/11/2024 | 3,58% | 0,26 CHF | 0,27 CHF | 100 000 | 100 000 | 97 894 | 97 894 | 26 890 CHF | 27 869 CHF | 99,40% | 99,40% |
08/11/2024 | 3,43% | 0,28 CHF | 0,29 CHF | 100 000 | 100 000 | 93 574 | 93 574 | 26 807 CHF | 27 742 CHF | 99,50% | 99,50% |
07/11/2024 | 3,62% | 0,31 CHF | 0,32 CHF | 88 000 | 88 000 | 97 753 | 97 753 | 26 568 CHF | 27 546 CHF | 97,97% | 97,97% |