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 | 4,15% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 226 035 | 226 035 | 53 348 CHF | 55 608 CHF | 100,00% | 100,00% |
19/11/2024 | 4,54% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 247 762 | 247 762 | 53 296 CHF | 55 774 CHF | 99,30% | 99,30% |
18/11/2024 | 4,41% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 245 190 | 245 188 | 54 372 CHF | 56 824 CHF | 99,91% | 99,91% |
15/11/2024 | 4,21% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 227 025 | 227 025 | 52 834 CHF | 55 104 CHF | 100,00% | 100,00% |
14/11/2024 | 4,40% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 240 900 | 240 900 | 53 600 CHF | 56 009 CHF | 100,00% | 100,00% |
13/11/2024 | 4,60% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 53 176 CHF | 55 676 CHF | 100,00% | 100,00% |
12/11/2024 | 4,28% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 228 561 | 228 561 | 52 301 CHF | 54 586 CHF | 99,61% | 99,61% |
11/11/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 510 CHF | 54 510 CHF | 99,91% | 99,91% |
08/11/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 301 CHF | 54 301 CHF | 100,00% | 100,00% |
07/11/2024 | 3,71% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 919 CHF | 54 919 CHF | 99,89% | 99,89% |