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 | 4,52% | 0,22 CHF | 0,23 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 48 700 CHF | 16 983 CHF | 99,38% | 99,38% |
19/11/2024 | 4,19% | 0,23 CHF | 0,24 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 52 808 CHF | 18 353 CHF | 99,37% | 99,37% |
18/11/2024 | 4,42% | 0,20 CHF | 0,21 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 49 925 CHF | 17 392 CHF | 99,25% | 99,25% |
15/11/2024 | 3,84% | 0,25 CHF | 0,26 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 57 500 CHF | 19 917 CHF | 99,38% | 99,38% |
14/11/2024 | 3,53% | 0,27 CHF | 0,28 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 62 925 CHF | 21 725 CHF | 99,38% | 99,38% |
13/11/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 69 332 CHF | 23 861 CHF | 99,37% | 99,37% |
12/11/2024 | 3,47% | 0,30 CHF | 0,31 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 63 802 CHF | 22 018 CHF | 99,38% | 99,38% |
11/11/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 62 911 CHF | 21 720 CHF | 99,38% | 99,38% |
08/11/2024 | 3,68% | 0,25 CHF | 0,26 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 60 144 CHF | 20 798 CHF | 99,37% | 99,37% |
07/11/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 62 811 CHF | 21 687 CHF | 98,38% | 98,38% |