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 | 4,78% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 256 676 | 256 676 | 52 367 CHF | 54 934 CHF | 99,49% | 99,49% |
19/11/2024 | 4,04% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 217 422 | 217 423 | 52 744 CHF | 54 918 CHF | 98,68% | 98,68% |
18/11/2024 | 4,59% | 0,24 CHF | 0,25 CHF | 250 000 | 250 000 | 247 832 | 247 832 | 52 843 CHF | 55 321 CHF | 99,29% | 99,29% |
15/11/2024 | 4,32% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 232 493 | 232 493 | 52 673 CHF | 54 998 CHF | 99,38% | 99,38% |
14/11/2024 | 4,05% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 218 304 | 218 304 | 52 839 CHF | 55 022 CHF | 99,41% | 99,41% |
13/11/2024 | 5,10% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 243 622 | 243 623 | 46 771 CHF | 49 207 CHF | 99,10% | 99,10% |
12/11/2024 | 3,83% | 0,21 CHF | 0,22 CHF | 100 000 | 100 000 | 100 036 | 100 036 | 25 680 CHF | 26 680 CHF | 98,74% | 98,74% |
11/11/2024 | 4,95% | 0,28 CHF | 0,29 CHF | 88 000 | 88 000 | 132 413 | 132 413 | 26 099 CHF | 27 423 CHF | 99,43% | 99,43% |