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 | 4,21% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 225 149 | 225 149 | 52 419 CHF | 54 670 CHF | 99,39% | 99,39% |
19/11/2024 | 4,49% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 246 729 | 246 729 | 53 713 CHF | 56 180 CHF | 99,27% | 99,27% |
18/11/2024 | 4,00% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 214 537 | 214 537 | 52 477 CHF | 54 623 CHF | 99,31% | 99,31% |
15/11/2024 | 3,82% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 211 | 200 211 | 51 466 CHF | 53 468 CHF | 99,38% | 99,38% |
14/11/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 205 147 | 205 148 | 52 366 CHF | 54 417 CHF | 99,38% | 99,38% |
13/11/2024 | 3,83% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 205 996 | 205 996 | 52 742 CHF | 54 802 CHF | 99,39% | 99,39% |
12/11/2024 | 3,46% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 184 759 | 184 759 | 52 435 CHF | 54 283 CHF | 99,06% | 99,06% |
11/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 181 781 | 181 781 | 52 199 CHF | 54 016 CHF | 99,27% | 99,27% |
08/11/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 172 089 | 172 089 | 54 696 CHF | 56 417 CHF | 99,39% | 99,39% |
07/11/2024 | 2,16% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 582 | 125 582 | 57 707 CHF | 58 963 CHF | 99,27% | 99,27% |