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 | 3,35% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 176 653 | 176 653 | 51 854 CHF | 53 620 CHF | 99,97% | 99,97% |
19/11/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 189 982 | 189 983 | 53 313 CHF | 55 213 CHF | 99,83% | 99,83% |
18/11/2024 | 3,18% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 177 057 | 177 057 | 54 911 CHF | 56 682 CHF | 99,88% | 99,88% |
15/11/2024 | 3,18% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 172 280 | 172 280 | 53 253 CHF | 54 976 CHF | 100,00% | 100,00% |
14/11/2024 | 3,43% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 188 109 | 188 110 | 53 838 CHF | 55 720 CHF | 99,64% | 99,64% |
13/11/2024 | 3,80% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 203 874 | 203 875 | 52 585 CHF | 54 624 CHF | 99,96% | 99,96% |
12/11/2024 | 4,11% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 221 022 | 221 024 | 52 625 CHF | 54 836 CHF | 99,78% | 99,78% |
11/11/2024 | 3,13% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 173 168 | 173 169 | 54 534 CHF | 56 266 CHF | 99,80% | 99,80% |
08/11/2024 | 3,23% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 176 297 | 176 298 | 53 760 CHF | 55 523 CHF | 99,81% | 99,81% |
07/11/2024 | 3,23% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 559 | 175 559 | 53 536 CHF | 55 292 CHF | 99,89% | 99,89% |