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 | 3,45% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 186 951 | 186 951 | 53 283 CHF | 55 152 CHF | 99,38% | 99,38% |
19/11/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 201 302 | 201 302 | 54 993 CHF | 57 006 CHF | 99,28% | 99,28% |
18/11/2024 | 4,32% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 233 373 | 233 373 | 52 864 CHF | 55 198 CHF | 99,28% | 99,28% |
15/11/2024 | 4,22% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 230 299 | 230 298 | 53 414 CHF | 55 717 CHF | 99,39% | 99,39% |
14/11/2024 | 4,25% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 228 613 | 228 613 | 52 685 CHF | 54 971 CHF | 99,39% | 99,39% |
13/11/2024 | 4,35% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 236 914 | 236 914 | 53 252 CHF | 55 621 CHF | 99,39% | 99,39% |
12/11/2024 | 5,21% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 281 725 | 281 725 | 52 653 CHF | 55 470 CHF | 99,05% | 99,05% |
11/11/2024 | 5,66% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 301 837 | 301 838 | 51 807 CHF | 54 826 CHF | 99,27% | 99,27% |
08/11/2024 | 5,41% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 296 054 | 296 054 | 53 236 CHF | 56 196 CHF | 99,38% | 99,38% |
07/11/2024 | 5,84% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 311 038 | 311 038 | 51 680 CHF | 54 790 CHF | 99,27% | 99,27% |