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 | 4,28% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 229 216 | 229 216 | 52 412 CHF | 54 704 CHF | 99,38% | 99,38% |
19/11/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 230 254 | 230 254 | 52 832 CHF | 55 134 CHF | 99,28% | 99,28% |
18/11/2024 | 4,93% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 258 221 | 258 221 | 51 081 CHF | 53 663 CHF | 99,28% | 99,28% |
15/11/2024 | 5,23% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 282 419 | 282 419 | 52 581 CHF | 55 406 CHF | 99,39% | 99,39% |
14/11/2024 | 4,76% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 694 | 250 694 | 51 514 CHF | 54 021 CHF | 99,34% | 99,34% |
13/11/2024 | 4,91% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 263 083 | 263 083 | 52 246 CHF | 54 876 CHF | 99,37% | 99,37% |
12/11/2024 | 5,88% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 317 455 | 317 455 | 52 407 CHF | 55 582 CHF | 99,09% | 99,09% |
11/11/2024 | 7,40% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 398 579 | 398 579 | 51 883 CHF | 55 869 CHF | 99,29% | 99,29% |
08/11/2024 | 7,52% | 0,15 CHF | 0,16 CHF | 375 000 | 375 000 | 409 219 | 409 219 | 52 390 CHF | 56 482 CHF | 99,39% | 99,39% |
07/11/2024 | 9,12% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 487 658 | 447 379 | 51 047 CHF | 51 861 CHF | 99,27% | 99,27% |