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 | 4,56% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 248 656 | 248 656 | 53 306 CHF | 55 792 CHF | 99,37% | 99,37% |
19/11/2024 | 4,68% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 251 | 250 252 | 52 254 CHF | 54 757 CHF | 96,17% | 96,17% |
18/11/2024 | 4,52% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 242 305 | 242 305 | 52 394 CHF | 54 817 CHF | 99,29% | 99,29% |
15/11/2024 | 3,89% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 202 342 | 202 342 | 50 964 CHF | 52 988 CHF | 99,38% | 99,38% |
14/11/2024 | 4,09% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 216 591 | 216 592 | 51 883 CHF | 54 049 CHF | 99,36% | 99,36% |
13/11/2024 | 4,11% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 223 202 | 223 202 | 53 147 CHF | 55 379 CHF | 99,36% | 99,36% |
12/11/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 202 001 | 202 001 | 50 765 CHF | 52 785 CHF | 99,07% | 99,07% |
11/11/2024 | 3,43% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 182 296 | 182 296 | 52 279 CHF | 54 102 CHF | 99,28% | 99,28% |
08/11/2024 | 3,57% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 195 489 | 195 489 | 53 756 CHF | 55 711 CHF | 99,38% | 99,38% |
07/11/2024 | 4,14% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 222 386 | 222 386 | 52 489 CHF | 54 713 CHF | 99,21% | 99,21% |