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 | 4,00% | 0,23 CHF | 0,24 CHF | 275 000 | 275 000 | 255 018 | 255 018 | 62 502 CHF | 65 052 CHF | 99,45% | 99,45% |
19/11/2024 | 4,59% | 0,22 CHF | 0,23 CHF | 275 000 | 275 000 | 275 823 | 275 821 | 58 800 CHF | 61 558 CHF | 95,22% | 95,22% |
18/11/2024 | 4,81% | 0,22 CHF | 0,23 CHF | 275 000 | 275 000 | 289 128 | 289 126 | 58 731 CHF | 61 622 CHF | 99,17% | 99,17% |
15/11/2024 | 4,80% | 0,20 CHF | 0,21 CHF | 300 000 | 300 000 | 288 540 | 288 538 | 58 650 CHF | 61 535 CHF | 98,78% | 98,78% |
14/11/2024 | 4,21% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 260 226 | 260 188 | 60 522 CHF | 63 115 CHF | 99,24% | 99,24% |
13/11/2024 | 4,49% | 0,25 CHF | 0,26 CHF | 250 000 | 250 000 | 238 140 | 238 140 | 52 242 CHF | 54 623 CHF | 99,08% | 99,08% |
12/11/2024 | 4,91% | 0,19 CHF | 0,20 CHF | 150 000 | 150 000 | 148 019 | 148 019 | 29 417 CHF | 30 897 CHF | 98,59% | 98,59% |
11/11/2024 | 5,60% | 0,18 CHF | 0,19 CHF | 150 000 | 150 000 | 160 572 | 160 571 | 27 891 CHF | 29 496 CHF | 99,24% | 99,24% |
08/11/2024 | 5,98% | 0,16 CHF | 0,17 CHF | 175 000 | 175 000 | 165 769 | 165 770 | 26 905 CHF | 28 563 CHF | 99,35% | 99,35% |
07/11/2024 | 6,21% | 0,16 CHF | 0,17 CHF | 175 000 | 175 000 | 174 066 | 174 062 | 27 184 CHF | 28 924 CHF | 99,11% | 99,11% |