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 | 3,59% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 194 916 | 194 916 | 53 453 CHF | 55 402 CHF | 99,47% | 99,47% |
19/11/2024 | 3,66% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 198 941 | 198 941 | 53 448 CHF | 55 438 CHF | 98,49% | 98,49% |
18/11/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 194 816 | 194 815 | 54 478 CHF | 56 426 CHF | 98,99% | 98,99% |
15/11/2024 | 4,13% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 220 954 | 220 954 | 52 478 CHF | 54 687 CHF | 99,30% | 99,30% |
14/11/2024 | 5,07% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 269 802 | 269 818 | 51 832 CHF | 54 534 CHF | 98,69% | 98,69% |
13/11/2024 | 5,16% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 246 227 | 246 227 | 46 717 CHF | 49 179 CHF | 99,15% | 99,15% |
12/11/2024 | 5,73% | 0,19 CHF | 0,20 CHF | 150 000 | 150 000 | 151 737 | 151 737 | 25 708 CHF | 27 225 CHF | 99,11% | 99,11% |
11/11/2024 | 7,00% | 0,17 CHF | 0,18 CHF | 163 000 | 163 000 | 189 710 | 189 710 | 26 161 CHF | 28 058 CHF | 98,95% | 98,95% |
08/11/2024 | 6,69% | 0,13 CHF | 0,14 CHF | 188 000 | 188 000 | 180 908 | 180 887 | 26 149 CHF | 27 955 CHF | 99,41% | 99,41% |
07/11/2024 | 5,86% | 0,15 CHF | 0,16 CHF | 175 000 | 175 000 | 157 067 | 157 067 | 26 043 CHF | 27 614 CHF | 98,89% | 98,89% |