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 | 4,43% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 239 749 | 239 749 | 52 966 CHF | 55 364 CHF | 99,38% | 99,38% |
19/11/2024 | 4,15% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 222 936 | 222 935 | 52 648 CHF | 54 877 CHF | 99,30% | 99,30% |
18/11/2024 | 4,41% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 239 354 | 239 354 | 53 101 CHF | 55 495 CHF | 99,29% | 99,29% |
15/11/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 286 456 | 286 455 | 52 968 CHF | 55 832 CHF | 99,38% | 99,38% |
14/11/2024 | 4,99% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 269 626 | 269 626 | 52 646 CHF | 55 342 CHF | 99,38% | 99,38% |
13/11/2024 | 4,94% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 265 146 | 265 146 | 52 298 CHF | 54 950 CHF | 99,38% | 99,38% |
12/11/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 292 900 | 292 900 | 53 493 CHF | 56 422 CHF | 99,08% | 99,08% |
11/11/2024 | 6,42% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 345 758 | 345 758 | 52 155 CHF | 55 613 CHF | 99,27% | 99,27% |
08/11/2024 | 5,70% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 305 575 | 305 574 | 52 123 CHF | 55 179 CHF | 99,38% | 99,38% |
07/11/2024 | 4,41% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 236 941 | 236 941 | 52 531 CHF | 54 900 CHF | 99,22% | 99,22% |