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 | 4,74% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 199 598 | 199 598 | 41 285 CHF | 43 281 CHF | 99,48% | 99,48% |
19/11/2024 | 4,01% | 0,24 CHF | 0,25 CHF | 205 000 | 205 000 | 203 401 | 203 401 | 50 250 CHF | 52 284 CHF | 99,41% | 99,41% |
18/11/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 200 000 | 200 000 | 199 174 | 199 174 | 38 133 CHF | 40 125 CHF | 99,89% | 99,89% |
15/11/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 200 000 | 200 000 | 199 175 | 199 175 | 41 940 CHF | 43 932 CHF | 100,00% | 100,00% |
14/11/2024 | 4,01% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 201 618 | 201 618 | 49 392 CHF | 51 408 CHF | 98,60% | 98,60% |
13/11/2024 | 3,69% | 0,31 CHF | 0,32 CHF | 205 000 | 205 000 | 203 638 | 203 638 | 54 525 CHF | 56 561 CHF | 100,00% | 100,00% |
12/11/2024 | 4,45% | 0,26 CHF | 0,27 CHF | 205 000 | 205 000 | 199 775 | 199 775 | 44 121 CHF | 46 119 CHF | 99,88% | 99,88% |
11/11/2024 | 4,28% | 0,19 CHF | 0,20 CHF | 200 000 | 200 000 | 199 744 | 199 744 | 45 918 CHF | 47 915 CHF | 100,00% | 100,00% |
08/11/2024 | 3,41% | 0,31 CHF | 0,32 CHF | 205 000 | 205 000 | 203 525 | 203 525 | 59 061 CHF | 61 096 CHF | 98,50% | 98,50% |
07/11/2024 | 5,33% | 0,21 CHF | 0,22 CHF | 200 000 | 200 000 | 195 144 | 195 144 | 35 908 CHF | 37 859 CHF | 100,00% | 100,00% |