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 | 4,85% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 276 050 | 276 050 | 55 532 CHF | 58 292 CHF | 99,46% | 99,46% |
19/11/2024 | 4,63% | 0,21 CHF | 0,22 CHF | 275 000 | 275 000 | 270 642 | 270 642 | 57 120 CHF | 59 827 CHF | 88,09% | 88,09% |
18/11/2024 | 5,11% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 292 628 | 292 628 | 55 857 CHF | 58 784 CHF | 98,48% | 98,48% |
15/11/2024 | 4,70% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 274 332 | 274 332 | 56 966 CHF | 59 710 CHF | 99,44% | 99,44% |
14/11/2024 | 4,59% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 269 903 | 269 959 | 57 465 CHF | 60 177 CHF | 99,28% | 99,28% |
13/11/2024 | 4,23% | 0,21 CHF | 0,22 CHF | 275 000 | 275 000 | 226 167 | 226 167 | 52 430 CHF | 54 692 CHF | 98,47% | 98,47% |
12/11/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 125 000 | 125 000 | 125 515 | 125 515 | 28 285 CHF | 29 540 CHF | 98,35% | 98,35% |
11/11/2024 | 3,79% | 0,24 CHF | 0,25 CHF | 113 000 | 113 000 | 113 587 | 113 587 | 29 438 CHF | 30 574 CHF | 99,22% | 99,22% |
08/11/2024 | 3,23% | 0,29 CHF | 0,30 CHF | 100 000 | 100 000 | 100 378 | 100 378 | 30 631 CHF | 31 634 CHF | 99,33% | 99,33% |
07/11/2024 | 3,81% | 0,29 CHF | 0,30 CHF | 113 000 | 113 000 | 112 473 | 112 473 | 29 042 CHF | 30 166 CHF | 99,21% | 99,21% |