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 | 3,98% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 207 259 | 207 259 | 51 034 CHF | 53 106 CHF | 99,02% | 99,02% |
19/11/2024 | 4,78% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 252 277 | 252 278 | 51 551 CHF | 54 074 CHF | 99,27% | 99,27% |
18/11/2024 | 5,07% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 273 268 | 273 268 | 52 495 CHF | 55 228 CHF | 99,23% | 99,23% |
15/11/2024 | 5,02% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 264 555 | 264 556 | 51 316 CHF | 53 962 CHF | 98,52% | 98,52% |
14/11/2024 | 4,03% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 213 971 | 213 971 | 52 046 CHF | 54 186 CHF | 98,64% | 98,64% |
13/11/2024 | 4,27% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 202 129 | 202 128 | 46 579 CHF | 48 600 CHF | 98,18% | 98,18% |
12/11/2024 | 4,80% | 0,19 CHF | 0,20 CHF | 125 000 | 125 000 | 125 379 | 125 377 | 25 539 CHF | 26 793 CHF | 98,87% | 98,87% |
11/11/2024 | 5,83% | 0,18 CHF | 0,19 CHF | 150 000 | 150 000 | 157 262 | 157 262 | 26 211 CHF | 27 784 CHF | 99,31% | 99,31% |
08/11/2024 | 6,06% | 0,15 CHF | 0,16 CHF | 175 000 | 175 000 | 162 130 | 162 130 | 25 948 CHF | 27 569 CHF | 99,49% | 99,49% |
07/11/2024 | 6,61% | 0,15 CHF | 0,16 CHF | 188 000 | 188 000 | 179 818 | 179 817 | 26 333 CHF | 28 131 CHF | 99,34% | 99,34% |