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 | 3,48% | 0,28 CHF | 0,29 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 63 548 CHF | 21 933 CHF | 99,17% | 99,17% |
19/11/2024 | 3,40% | 0,30 CHF | 0,31 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 65 194 CHF | 22 481 CHF | 99,16% | 99,16% |
18/11/2024 | 3,32% | 0,29 CHF | 0,30 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 66 688 CHF | 22 979 CHF | 99,22% | 99,22% |
15/11/2024 | 3,35% | 0,31 CHF | 0,32 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 66 073 CHF | 22 774 CHF | 99,16% | 99,16% |
14/11/2024 | 3,70% | 0,28 CHF | 0,29 CHF | 225 000 | 75 000 | 238 241 | 79 414 | 63 016 CHF | 21 799 CHF | 99,15% | 99,15% |
13/11/2024 | 4,03% | 0,23 CHF | 0,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 72 965 CHF | 25 322 CHF | 99,16% | 99,16% |
12/11/2024 | 4,31% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 68 306 CHF | 23 769 CHF | 99,17% | 99,17% |
11/11/2024 | 3,29% | 0,28 CHF | 0,29 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 67 296 CHF | 23 182 CHF | 99,16% | 99,16% |
08/11/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 68 778 CHF | 23 676 CHF | 99,16% | 99,16% |
07/11/2024 | 3,42% | 0,28 CHF | 0,29 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 64 712 CHF | 22 321 CHF | 98,18% | 98,18% |