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 | 4,60% | 0,32 CHF | 0,33 CHF | 250 000 | 250 000 | 185 975 | 129 421 | 58 426 CHF | 42 567 CHF | 99,36% | 99,36% |
19/11/2024 | 4,29% | 0,29 CHF | 0,30 CHF | 250 000 | 250 000 | 184 491 | 129 662 | 56 619 CHF | 41 126 CHF | 98,54% | 98,54% |
18/11/2024 | 3,46% | 0,34 CHF | 0,35 CHF | 250 000 | 250 000 | 167 350 | 129 166 | 58 897 CHF | 46 887 CHF | 98,70% | 98,70% |
15/11/2024 | 3,28% | 0,33 CHF | 0,34 CHF | 250 000 | 250 000 | 174 958 | 130 398 | 58 910 CHF | 45 383 CHF | 95,99% | 95,99% |
14/11/2024 | 2,93% | 0,36 CHF | 0,37 CHF | 250 000 | 250 000 | 163 585 | 129 500 | 60 972 CHF | 49 509 CHF | 99,02% | 99,02% |
13/11/2024 | 2,93% | 0,37 CHF | 0,38 CHF | 250 000 | 250 000 | 172 618 | 134 052 | 61 150 CHF | 49 016 CHF | 89,98% | 89,98% |
12/11/2024 | 3,13% | 0,35 CHF | 0,36 CHF | 250 000 | 250 000 | 168 778 | 130 462 | 59 918 CHF | 47 777 CHF | 95,91% | 95,91% |
11/11/2024 | 4,02% | 0,35 CHF | 0,36 CHF | 250 000 | 250 000 | 185 151 | 129 324 | 58 956 CHF | 43 349 CHF | 99,23% | 99,23% |
08/11/2024 | 4,56% | 0,28 CHF | 0,29 CHF | 250 000 | 250 000 | 210 713 | 129 673 | 55 540 CHF | 36 031 CHF | 98,53% | 98,53% |
07/11/2024 | 4,05% | 0,27 CHF | 0,28 CHF | 250 000 | 250 000 | 204 281 | 130 551 | 55 098 CHF | 36 718 CHF | 97,21% | 97,21% |