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 | 3,89% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 204 406 | 204 406 | 51 493 CHF | 53 537 CHF | 99,37% | 99,37% |
20/11/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 237 058 | 237 059 | 53 226 CHF | 55 597 CHF | 99,38% | 99,38% |
19/11/2024 | 4,36% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 238 621 | 238 621 | 53 528 CHF | 55 914 CHF | 99,28% | 99,28% |
18/11/2024 | 4,32% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 235 829 | 235 829 | 53 348 CHF | 55 706 CHF | 99,28% | 99,28% |
15/11/2024 | 4,90% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 262 112 | 262 112 | 52 206 CHF | 54 827 CHF | 99,38% | 99,38% |
14/11/2024 | 4,08% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 224 266 | 224 266 | 53 831 CHF | 56 073 CHF | 99,35% | 99,35% |
13/11/2024 | 4,26% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 230 163 | 230 163 | 52 919 CHF | 55 221 CHF | 99,38% | 99,38% |
12/11/2024 | 4,55% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 247 455 | 247 455 | 53 158 CHF | 55 632 CHF | 99,07% | 99,07% |
11/11/2024 | 5,75% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 306 282 | 306 281 | 51 805 CHF | 54 868 CHF | 99,28% | 99,28% |
08/11/2024 | 5,66% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 299 638 | 299 638 | 51 487 CHF | 54 484 CHF | 99,37% | 99,37% |