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 | 3,61% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 196 135 | 196 135 | 53 372 CHF | 55 334 CHF | 99,47% | 99,47% |
19/11/2024 | 3,66% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 602 CHF | 55 602 CHF | 97,77% | 97,77% |
18/11/2024 | 3,50% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 195 124 | 195 124 | 54 732 CHF | 56 683 CHF | 99,37% | 99,37% |
15/11/2024 | 3,87% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 069 | 200 069 | 50 689 CHF | 52 690 CHF | 97,84% | 97,84% |
14/11/2024 | 4,26% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 228 142 | 228 142 | 52 373 CHF | 54 654 CHF | 99,42% | 99,42% |
13/11/2024 | 4,28% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 203 800 | 203 800 | 46 702 CHF | 48 740 CHF | 98,32% | 98,32% |
12/11/2024 | 4,63% | 0,22 CHF | 0,23 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 26 366 CHF | 27 616 CHF | 99,15% | 99,15% |
11/11/2024 | 5,10% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 138 736 | 138 736 | 26 480 CHF | 27 867 CHF | 99,00% | 99,00% |
08/11/2024 | 5,02% | 0,18 CHF | 0,19 CHF | 138 000 | 138 000 | 131 492 | 131 491 | 25 532 CHF | 26 847 CHF | 99,28% | 99,28% |
07/11/2024 | 4,78% | 0,19 CHF | 0,20 CHF | 138 000 | 138 000 | 127 328 | 127 328 | 26 010 CHF | 27 284 CHF | 98,63% | 98,63% |