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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 4,24% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 226 235 | 226 235 | 52 200 CHF | 54 462 CHF | 99,40% | 99,40% |
20/11/2024 | 3,63% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 198 580 | 198 580 | 53 704 CHF | 55 690 CHF | 99,43% | 99,43% |
19/11/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 190 678 | 190 678 | 54 007 CHF | 55 913 CHF | 99,05% | 99,05% |
18/11/2024 | 3,59% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 197 118 | 197 118 | 53 937 CHF | 55 908 CHF | 99,15% | 99,15% |
15/11/2024 | 3,72% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 116 | 200 116 | 52 814 CHF | 54 815 CHF | 99,33% | 99,33% |
14/11/2024 | 4,53% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 243 507 | 243 507 | 52 598 CHF | 55 034 CHF | 99,33% | 99,33% |
13/11/2024 | 4,53% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 222 366 | 222 366 | 47 924 CHF | 50 148 CHF | 99,41% | 99,41% |
12/11/2024 | 4,44% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 121 765 | 121 764 | 26 810 CHF | 28 028 CHF | 98,93% | 98,93% |
11/11/2024 | 3,78% | 0,24 CHF | 0,25 CHF | 125 000 | 125 000 | 103 451 | 103 450 | 26 879 CHF | 27 913 CHF | 99,31% | 99,31% |
08/11/2024 | 2,88% | 0,31 CHF | 0,32 CHF | 88 000 | 88 000 | 77 123 | 77 123 | 26 414 CHF | 27 185 CHF | 99,33% | 99,33% |