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 | 4,57% | 0,23 CHF | 0,24 CHF | 275 000 | 275 000 | 294 321 | 294 321 | 62 971 CHF | 65 914 CHF | 99,04% | 99,04% |
19/11/2024 | 3,95% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 250 275 | 250 274 | 62 086 CHF | 64 588 CHF | 95,50% | 95,50% |
18/11/2024 | 3,78% | 0,24 CHF | 0,25 CHF | 250 000 | 250 000 | 248 352 | 248 352 | 64 570 CHF | 67 053 CHF | 99,35% | 99,35% |
15/11/2024 | 3,81% | 0,27 CHF | 0,28 CHF | 225 000 | 225 000 | 247 277 | 247 277 | 63 758 CHF | 66 230 CHF | 99,28% | 99,28% |
14/11/2024 | 4,12% | 0,23 CHF | 0,24 CHF | 275 000 | 275 000 | 274 317 | 274 317 | 65 255 CHF | 67 999 CHF | 99,06% | 99,06% |
13/11/2024 | 4,07% | 0,22 CHF | 0,23 CHF | 300 000 | 300 000 | 232 379 | 232 378 | 55 555 CHF | 57 879 CHF | 99,02% | 99,02% |
12/11/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 125 000 | 125 000 | 124 947 | 124 947 | 31 920 CHF | 33 170 CHF | 99,06% | 99,06% |
11/11/2024 | 3,56% | 0,27 CHF | 0,28 CHF | 113 000 | 113 000 | 113 073 | 113 073 | 31 235 CHF | 32 366 CHF | 99,32% | 99,32% |
08/11/2024 | 3,39% | 0,30 CHF | 0,31 CHF | 100 000 | 100 000 | 111 361 | 111 361 | 32 276 CHF | 33 390 CHF | 99,41% | 99,41% |
07/11/2024 | 3,02% | 0,31 CHF | 0,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 32 595 CHF | 33 595 CHF | 99,26% | 99,26% |