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 | 3,46% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 185 751 | 185 751 | 52 804 CHF | 54 662 CHF | 99,38% | 99,38% |
19/11/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 199 739 | 199 739 | 54 857 CHF | 56 854 CHF | 99,27% | 99,27% |
18/11/2024 | 3,99% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 213 709 | 213 709 | 52 443 CHF | 54 581 CHF | 99,27% | 99,27% |
15/11/2024 | 4,42% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 243 804 | 243 804 | 53 892 CHF | 56 330 CHF | 99,37% | 99,37% |
14/11/2024 | 5,17% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 282 197 | 282 198 | 53 117 CHF | 55 939 CHF | 99,35% | 99,35% |
13/11/2024 | 5,70% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 303 748 | 303 748 | 51 760 CHF | 54 797 CHF | 99,37% | 99,37% |
12/11/2024 | 5,94% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 318 074 | 318 074 | 51 938 CHF | 55 119 CHF | 99,08% | 99,08% |
11/11/2024 | 6,45% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 348 938 | 348 938 | 52 385 CHF | 55 874 CHF | 99,23% | 99,23% |
08/11/2024 | 6,16% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 331 852 | 331 852 | 52 179 CHF | 55 498 CHF | 99,39% | 99,39% |
07/11/2024 | 6,25% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 336 558 | 336 558 | 52 132 CHF | 55 498 CHF | 99,25% | 99,25% |