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 | 4,26% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 228 360 | 228 360 | 52 405 CHF | 54 689 CHF | 99,80% | 99,80% |
19/11/2024 | 5,19% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 277 075 | 277 077 | 51 945 CHF | 54 716 CHF | 99,71% | 99,71% |
18/11/2024 | 4,97% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 258 836 | 258 837 | 50 766 CHF | 53 354 CHF | 99,70% | 99,70% |
15/11/2024 | 4,83% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 252 780 | 252 780 | 51 147 CHF | 53 675 CHF | 99,80% | 99,80% |
14/11/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 53 955 CHF | 56 455 CHF | 99,80% | 99,80% |
13/11/2024 | 4,49% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 249 741 | 249 741 | 54 333 CHF | 56 831 CHF | 99,80% | 99,80% |
12/11/2024 | 4,88% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 259 077 | 259 077 | 51 831 CHF | 54 422 CHF | 99,50% | 99,50% |
11/11/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 254 CHF | 52 754 CHF | 99,70% | 99,70% |
08/11/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 251 304 | 251 304 | 50 337 CHF | 52 851 CHF | 99,80% | 99,80% |
07/11/2024 | 4,31% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 231 746 | 231 746 | 52 647 CHF | 54 964 CHF | 95,69% | 95,69% |