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 | 2,75% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 878 CHF | 55 378 CHF | 99,38% | 99,38% |
19/11/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 152 123 | 152 123 | 52 411 CHF | 53 932 CHF | 99,25% | 99,25% |
18/11/2024 | 2,95% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 163 872 | 163 872 | 54 687 CHF | 56 326 CHF | 99,26% | 99,26% |
15/11/2024 | 3,16% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 174 534 | 174 534 | 54 420 CHF | 56 165 CHF | 99,39% | 99,39% |
14/11/2024 | 2,82% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 153 393 | 153 393 | 53 664 CHF | 55 198 CHF | 99,35% | 99,35% |
13/11/2024 | 3,11% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 169 766 | 169 766 | 53 864 CHF | 55 561 CHF | 99,37% | 99,37% |
12/11/2024 | 3,91% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 204 653 | 204 653 | 51 346 CHF | 53 393 CHF | 99,10% | 99,10% |
11/11/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 213 242 | 213 242 | 52 345 CHF | 54 478 CHF | 99,30% | 99,30% |
08/11/2024 | 3,95% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 206 438 | 206 438 | 51 151 CHF | 53 215 CHF | 99,38% | 99,38% |
07/11/2024 | 4,70% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 249 148 | 249 148 | 51 831 CHF | 54 323 CHF | 99,27% | 99,27% |