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 | 4,59% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 244 918 | 244 918 | 52 127 CHF | 54 576 CHF | 99,49% | 99,49% |
19/11/2024 | 4,75% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 249 396 | 249 396 | 51 329 CHF | 53 823 CHF | 98,35% | 98,35% |
18/11/2024 | 3,94% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 206 537 | 206 537 | 51 398 CHF | 53 463 CHF | 99,07% | 99,07% |
15/11/2024 | 4,49% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 245 689 | 245 690 | 53 522 CHF | 55 979 CHF | 99,38% | 99,38% |
14/11/2024 | 4,43% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 240 657 | 240 657 | 53 082 CHF | 55 488 CHF | 98,86% | 98,86% |
13/11/2024 | 4,75% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 221 513 | 221 515 | 45 618 CHF | 47 834 CHF | 99,07% | 99,07% |
12/11/2024 | 4,80% | 0,22 CHF | 0,23 CHF | 125 000 | 125 000 | 128 206 | 128 207 | 26 054 CHF | 27 337 CHF | 98,78% | 98,78% |
11/11/2024 | 6,04% | 0,18 CHF | 0,19 CHF | 150 000 | 150 000 | 163 392 | 163 395 | 26 271 CHF | 27 905 CHF | 99,35% | 99,35% |
08/11/2024 | 7,26% | 0,14 CHF | 0,15 CHF | 175 000 | 175 000 | 194 336 | 194 336 | 25 827 CHF | 27 771 CHF | 99,49% | 99,49% |
07/11/2024 | 5,62% | 0,15 CHF | 0,16 CHF | 163 000 | 163 000 | 151 949 | 151 944 | 26 308 CHF | 27 826 CHF | 99,09% | 99,09% |