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 | 4,75% | 0,22 CHF | 0,23 CHF | 325 000 | 325 000 | 345 251 | 345 251 | 70 945 CHF | 74 398 CHF | 99,49% | 99,49% |
19/11/2024 | 4,15% | 0,22 CHF | 0,23 CHF | 325 000 | 325 000 | 306 717 | 306 717 | 72 283 CHF | 75 350 CHF | 95,13% | 95,13% |
18/11/2024 | 4,04% | 0,23 CHF | 0,24 CHF | 325 000 | 325 000 | 299 985 | 299 985 | 72 712 CHF | 75 712 CHF | 99,32% | 99,32% |
15/11/2024 | 4,01% | 0,25 CHF | 0,26 CHF | 275 000 | 275 000 | 297 525 | 297 525 | 72 766 CHF | 75 741 CHF | 98,78% | 98,78% |
14/11/2024 | 4,30% | 0,22 CHF | 0,23 CHF | 325 000 | 325 000 | 325 081 | 325 081 | 73 921 CHF | 77 172 CHF | 98,69% | 98,69% |
13/11/2024 | 4,24% | 0,21 CHF | 0,22 CHF | 350 000 | 350 000 | 279 626 | 279 763 | 64 214 CHF | 67 042 CHF | 99,03% | 99,03% |
12/11/2024 | 4,08% | 0,25 CHF | 0,26 CHF | 150 000 | 150 000 | 149 948 | 149 948 | 36 022 CHF | 37 522 CHF | 99,14% | 99,14% |
11/11/2024 | 3,82% | 0,25 CHF | 0,26 CHF | 138 000 | 138 000 | 138 047 | 138 047 | 35 458 CHF | 36 839 CHF | 99,32% | 99,32% |
08/11/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 125 000 | 125 000 | 129 432 | 129 433 | 34 809 CHF | 36 103 CHF | 99,40% | 99,40% |
07/11/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 113 000 | 113 000 | 115 199 | 115 209 | 35 417 CHF | 36 572 CHF | 99,24% | 99,24% |