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 | 3,97% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 208 178 | 208 178 | 51 349 CHF | 53 430 CHF | 99,37% | 99,37% |
19/11/2024 | 4,67% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 248 961 | 248 961 | 52 072 CHF | 54 562 CHF | 99,25% | 99,25% |
18/11/2024 | 4,34% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 236 360 | 236 360 | 53 309 CHF | 55 673 CHF | 99,24% | 99,24% |
15/11/2024 | 4,30% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 230 814 | 230 814 | 52 480 CHF | 54 788 CHF | 99,37% | 99,37% |
14/11/2024 | 4,16% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 226 147 | 226 147 | 53 300 CHF | 55 562 CHF | 99,35% | 99,35% |
13/11/2024 | 4,13% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 220 004 | 220 004 | 52 123 CHF | 54 323 CHF | 99,36% | 99,36% |
12/11/2024 | 3,96% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 212 035 | 212 035 | 52 515 CHF | 54 636 CHF | 99,07% | 99,07% |
11/11/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 199 922 | 199 922 | 54 758 CHF | 56 758 CHF | 99,30% | 99,30% |
08/11/2024 | 5,28% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 283 771 | 283 772 | 52 347 CHF | 55 184 CHF | 99,38% | 99,38% |
07/11/2024 | 5,53% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 292 709 | 292 709 | 51 438 CHF | 54 366 CHF | 99,27% | 99,27% |