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 | 4,21% | 0,25 CHF | 0,26 CHF | 325 000 | 325 000 | 344 965 | 344 965 | 80 285 CHF | 83 735 CHF | 99,21% | 99,21% |
19/11/2024 | 3,81% | 0,25 CHF | 0,26 CHF | 325 000 | 325 000 | 306 410 | 306 410 | 78 927 CHF | 81 991 CHF | 95,57% | 95,57% |
18/11/2024 | 3,68% | 0,25 CHF | 0,26 CHF | 325 000 | 325 000 | 301 626 | 301 626 | 80 442 CHF | 83 458 CHF | 99,33% | 99,33% |
15/11/2024 | 3,71% | 0,27 CHF | 0,28 CHF | 300 000 | 300 000 | 300 123 | 300 123 | 79 525 CHF | 82 526 CHF | 98,37% | 98,37% |
14/11/2024 | 3,96% | 0,24 CHF | 0,25 CHF | 325 000 | 325 000 | 325 085 | 325 085 | 80 449 CHF | 83 699 CHF | 98,67% | 98,67% |
13/11/2024 | 3,92% | 0,23 CHF | 0,24 CHF | 350 000 | 350 000 | 279 375 | 279 376 | 69 538 CHF | 72 332 CHF | 98,50% | 98,50% |
12/11/2024 | 3,77% | 0,27 CHF | 0,28 CHF | 150 000 | 150 000 | 149 946 | 149 946 | 39 021 CHF | 40 520 CHF | 99,05% | 99,05% |
11/11/2024 | 3,56% | 0,27 CHF | 0,28 CHF | 138 000 | 138 000 | 138 324 | 138 328 | 38 211 CHF | 39 596 CHF | 99,21% | 99,21% |
08/11/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 125 000 | 125 000 | 136 495 | 136 495 | 39 236 CHF | 40 601 CHF | 99,33% | 99,33% |
07/11/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 39 724 CHF | 40 974 CHF | 99,23% | 99,23% |