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 | 5,54% | 0,26 CHF | 0,27 CHF | 250 000 | 250 000 | 210 643 | 129 422 | 53 442 CHF | 34 746 CHF | 99,36% | 99,36% |
19/11/2024 | 5,44% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 211 824 | 129 662 | 52 369 CHF | 33 338 CHF | 98,54% | 98,54% |
18/11/2024 | 4,53% | 0,28 CHF | 0,29 CHF | 250 000 | 250 000 | 192 164 | 129 166 | 55 955 CHF | 39 115 CHF | 98,70% | 98,70% |
15/11/2024 | 3,89% | 0,27 CHF | 0,28 CHF | 250 000 | 250 000 | 198 382 | 130 399 | 54 844 CHF | 37 497 CHF | 95,99% | 95,99% |
14/11/2024 | 3,59% | 0,30 CHF | 0,31 CHF | 250 000 | 250 000 | 181 526 | 129 500 | 56 750 CHF | 41 711 CHF | 99,02% | 99,02% |
13/11/2024 | 3,52% | 0,31 CHF | 0,32 CHF | 250 000 | 250 000 | 195 539 | 134 052 | 57 461 CHF | 40 974 CHF | 89,98% | 89,98% |
12/11/2024 | 3,76% | 0,29 CHF | 0,30 CHF | 250 000 | 250 000 | 192 112 | 130 463 | 56 671 CHF | 39 959 CHF | 95,91% | 95,91% |
11/11/2024 | 4,78% | 0,29 CHF | 0,30 CHF | 250 000 | 250 000 | 213 121 | 129 324 | 54 936 CHF | 35 619 CHF | 99,23% | 99,23% |
08/11/2024 | 5,85% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 657 | 129 675 | 50 994 CHF | 28 329 CHF | 98,52% | 98,52% |
07/11/2024 | 5,07% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 243 072 | 130 552 | 51 040 CHF | 28 937 CHF | 97,21% | 97,21% |