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 | 4,45% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 247 295 | 247 295 | 54 340 CHF | 56 813 CHF | 99,10% | 99,10% |
19/11/2024 | 4,44% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 241 027 | 241 020 | 53 040 CHF | 55 449 CHF | 95,58% | 95,58% |
18/11/2024 | 5,23% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 282 029 | 282 029 | 52 519 CHF | 55 339 CHF | 99,30% | 99,30% |
15/11/2024 | 5,91% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 313 939 | 313 949 | 51 510 CHF | 54 651 CHF | 99,36% | 99,36% |
14/11/2024 | 6,22% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 334 555 | 334 555 | 52 135 CHF | 55 481 CHF | 99,43% | 99,43% |
13/11/2024 | 5,44% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 263 420 | 263 420 | 47 117 CHF | 49 751 CHF | 99,37% | 99,37% |
12/11/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 150 000 | 150 000 | 153 975 | 153 975 | 26 210 CHF | 27 750 CHF | 98,90% | 98,90% |
11/11/2024 | 4,10% | 0,20 CHF | 0,21 CHF | 125 000 | 125 000 | 109 663 | 109 663 | 26 222 CHF | 27 319 CHF | 99,32% | 99,32% |
08/11/2024 | 3,68% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 26 659 CHF | 27 659 CHF | 99,45% | 99,45% |
07/11/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 26 281 CHF | 27 281 CHF | 99,23% | 99,23% |