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 | 4,69% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 249 675 | 249 674 | 52 060 CHF | 54 557 CHF | 99,80% | 99,80% |
19/11/2024 | 4,15% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 225 000 | 225 000 | 53 097 CHF | 55 347 CHF | 99,71% | 99,71% |
18/11/2024 | 4,27% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 225 262 | 225 261 | 51 691 CHF | 53 943 CHF | 99,69% | 99,69% |
15/11/2024 | 4,36% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 238 887 | 238 886 | 53 630 CHF | 56 019 CHF | 99,80% | 99,80% |
14/11/2024 | 4,39% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 241 671 | 241 671 | 53 778 CHF | 56 195 CHF | 99,80% | 99,80% |
13/11/2024 | 4,46% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 249 682 | 249 682 | 54 715 CHF | 57 212 CHF | 99,81% | 99,81% |
12/11/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 226 044 | 226 044 | 52 332 CHF | 54 592 CHF | 99,50% | 99,50% |
11/11/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 231 666 | 231 667 | 52 629 CHF | 54 946 CHF | 99,70% | 99,70% |
08/11/2024 | 4,31% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 231 630 | 231 630 | 52 600 CHF | 54 916 CHF | 99,81% | 99,81% |
07/11/2024 | 4,52% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 54 107 CHF | 56 607 CHF | 95,69% | 95,69% |