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 | 4,18% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 225 704 | 225 704 | 52 880 CHF | 55 137 CHF | 99,80% | 99,80% |
19/11/2024 | 4,56% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 248 706 | 248 706 | 53 324 CHF | 55 811 CHF | 99,70% | 99,70% |
18/11/2024 | 4,26% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 227 874 | 227 874 | 52 383 CHF | 54 662 CHF | 99,69% | 99,69% |
15/11/2024 | 3,85% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 203 071 | 203 071 | 51 664 CHF | 53 695 CHF | 99,80% | 99,80% |
14/11/2024 | 3,68% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 418 CHF | 55 418 CHF | 99,80% | 99,80% |
13/11/2024 | 3,83% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 256 CHF | 53 256 CHF | 99,80% | 99,80% |
12/11/2024 | 3,51% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 191 189 | 191 189 | 53 552 CHF | 55 464 CHF | 99,49% | 99,49% |
11/11/2024 | 3,32% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 157 | 175 157 | 51 973 CHF | 53 724 CHF | 99,70% | 99,70% |
08/11/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 194 131 | 194 131 | 54 775 CHF | 56 716 CHF | 99,81% | 99,81% |
07/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 150 | 175 150 | 53 149 CHF | 54 900 CHF | 95,70% | 95,70% |