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 | 3,47% | 0,29 CHF | 0,30 CHF | 250 000 | 250 000 | 194 967 | 129 507 | 56 798 CHF | 39 128 CHF | 99,15% | 99,15% |
19/11/2024 | 3,75% | 0,27 CHF | 0,28 CHF | 250 000 | 250 000 | 194 930 | 129 762 | 55 144 CHF | 37 710 CHF | 98,28% | 98,28% |
18/11/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 250 000 | 250 000 | 179 132 | 129 235 | 58 591 CHF | 43 459 CHF | 98,54% | 98,54% |
15/11/2024 | 4,56% | 0,31 CHF | 0,32 CHF | 250 000 | 250 000 | 187 166 | 130 474 | 58 154 CHF | 42 376 CHF | 95,82% | 95,82% |
14/11/2024 | 3,26% | 0,33 CHF | 0,34 CHF | 250 000 | 250 000 | 171 437 | 129 569 | 59 156 CHF | 45 989 CHF | 98,86% | 98,86% |
13/11/2024 | 4,48% | 0,34 CHF | 0,35 CHF | 250 000 | 250 000 | 180 311 | 133 066 | 58 912 CHF | 45 496 CHF | 91,47% | 91,47% |
12/11/2024 | 3,45% | 0,32 CHF | 0,33 CHF | 250 000 | 250 000 | 177 962 | 130 578 | 58 711 CHF | 44 564 CHF | 95,61% | 95,61% |
11/11/2024 | 3,93% | 0,32 CHF | 0,33 CHF | 250 000 | 250 000 | 196 003 | 129 393 | 57 385 CHF | 39 979 CHF | 99,07% | 99,07% |
08/11/2024 | 4,58% | 0,26 CHF | 0,27 CHF | 250 000 | 250 000 | 223 573 | 129 735 | 53 349 CHF | 32 833 CHF | 98,39% | 98,39% |
07/11/2024 | 4,89% | 0,25 CHF | 0,26 CHF | 250 000 | 250 000 | 217 873 | 130 625 | 53 111 CHF | 33 601 CHF | 97,04% | 97,04% |