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 | 3,80% | 0,25 CHF | 0,26 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 58 191 CHF | 20 147 CHF | 99,16% | 99,16% |
19/11/2024 | 3,73% | 0,27 CHF | 0,28 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 59 340 CHF | 20 530 CHF | 99,16% | 99,16% |
18/11/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 61 196 CHF | 21 149 CHF | 99,22% | 99,22% |
15/11/2024 | 3,66% | 0,29 CHF | 0,30 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 60 442 CHF | 20 897 CHF | 99,17% | 99,17% |
14/11/2024 | 4,07% | 0,25 CHF | 0,26 CHF | 225 000 | 75 000 | 229 381 | 76 460 | 55 238 CHF | 19 177 CHF | 99,15% | 99,15% |
13/11/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 291 605 | 97 202 | 63 520 CHF | 22 145 CHF | 99,16% | 99,16% |
12/11/2024 | 4,89% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 60 054 CHF | 21 018 CHF | 99,16% | 99,16% |
11/11/2024 | 3,60% | 0,26 CHF | 0,27 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 61 457 CHF | 21 236 CHF | 99,16% | 99,16% |
08/11/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 62 981 CHF | 21 744 CHF | 99,17% | 99,17% |
07/11/2024 | 3,61% | 0,26 CHF | 0,27 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 61 170 CHF | 21 140 CHF | 98,19% | 98,19% |