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 | 4,80% | 0,21 CHF | 0,22 CHF | 320 000 | 320 000 | 142 020 | 142 020 | 30 028 CHF | 31 455 CHF | 99,89% | 99,89% |
19/11/2024 | 4,93% | 0,21 CHF | 0,22 CHF | 330 000 | 330 000 | 146 724 | 146 724 | 29 976 CHF | 31 450 CHF | 99,94% | 99,94% |
18/11/2024 | 4,61% | 0,21 CHF | 0,22 CHF | 310 000 | 310 000 | 113 966 | 113 966 | 24 545 CHF | 25 690 CHF | 99,89% | 99,89% |
15/11/2024 | 4,61% | 0,22 CHF | 0,23 CHF | 310 000 | 310 000 | 138 841 | 138 841 | 30 486 CHF | 31 888 CHF | 99,90% | 99,90% |
14/11/2024 | 4,00% | 0,25 CHF | 0,26 CHF | 300 000 | 300 000 | 123 542 | 123 542 | 30 893 CHF | 32 134 CHF | 100,00% | 100,00% |
13/11/2024 | 3,92% | 0,26 CHF | 0,27 CHF | 280 000 | 280 000 | 122 012 | 122 012 | 31 439 CHF | 32 665 CHF | 100,00% | 100,00% |
12/11/2024 | 3,38% | 0,28 CHF | 0,28 CHF | 260 000 | 260 000 | 113 044 | 113 044 | 33 592 CHF | 34 728 CHF | 99,94% | 99,94% |
11/11/2024 | 3,21% | 0,32 CHF | 0,33 CHF | 250 000 | 250 000 | 112 555 | 112 555 | 35 517 CHF | 36 647 CHF | 99,89% | 99,89% |
08/11/2024 | 3,31% | 0,31 CHF | 0,32 CHF | 240 000 | 240 000 | 104 302 | 104 302 | 33 419 CHF | 34 488 CHF | 98,87% | 98,87% |
07/11/2024 | 3,37% | 0,32 CHF | 0,33 CHF | 250 000 | 250 000 | 113 857 | 113 857 | 34 752 CHF | 35 895 CHF | 99,63% | 99,63% |