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 | 4,94% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 255 949 | 255 949 | 50 562 CHF | 53 121 CHF | 99,80% | 99,80% |
19/11/2024 | 4,64% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 619 CHF | 55 119 CHF | 99,70% | 99,70% |
18/11/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 091 CHF | 52 591 CHF | 99,70% | 99,70% |
15/11/2024 | 5,01% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 263 196 | 263 196 | 51 180 CHF | 53 812 CHF | 99,79% | 99,79% |
14/11/2024 | 4,97% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 259 979 | 259 979 | 51 017 CHF | 53 617 CHF | 99,80% | 99,80% |
13/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 000 CHF | 52 500 CHF | 99,80% | 99,80% |
12/11/2024 | 5,12% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 274 162 | 274 163 | 52 149 CHF | 54 891 CHF | 99,49% | 99,49% |
11/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 54 000 CHF | 57 000 CHF | 99,70% | 99,70% |
08/11/2024 | 5,19% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 281 838 | 281 838 | 52 861 CHF | 55 679 CHF | 99,81% | 99,81% |
07/11/2024 | 5,26% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 287 024 | 287 023 | 53 088 CHF | 55 958 CHF | 95,70% | 95,70% |