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 | 4,90% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 254 945 | 254 945 | 50 760 CHF | 53 310 CHF | 99,38% | 99,38% |
19/11/2024 | 4,81% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 257 032 | 257 032 | 52 118 CHF | 54 688 CHF | 99,28% | 99,28% |
18/11/2024 | 4,44% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 241 788 | 241 788 | 53 298 CHF | 55 715 CHF | 99,25% | 99,25% |
15/11/2024 | 4,14% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 221 765 | 221 765 | 52 537 CHF | 54 755 CHF | 99,38% | 99,38% |
14/11/2024 | 3,34% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 184 320 | 184 320 | 54 464 CHF | 56 307 CHF | 99,35% | 99,35% |
13/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 172 909 | 172 909 | 56 568 CHF | 58 297 CHF | 99,39% | 99,39% |
12/11/2024 | 2,78% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 150 654 | 150 654 | 53 395 CHF | 54 901 CHF | 99,07% | 99,07% |
11/11/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 146 865 | 146 865 | 56 363 CHF | 57 831 CHF | 99,24% | 99,24% |
08/11/2024 | 2,92% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 163 106 | 163 107 | 55 072 CHF | 56 703 CHF | 99,38% | 99,38% |
07/11/2024 | 4,11% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 222 504 | 222 504 | 53 000 CHF | 55 225 CHF | 99,27% | 99,27% |