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 | 3,04% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 325 | 175 325 | 56 907 CHF | 58 660 CHF | 99,80% | 99,80% |
19/11/2024 | 3,64% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 198 656 | 198 656 | 53 719 CHF | 55 706 CHF | 99,72% | 99,72% |
18/11/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 189 837 | 189 837 | 53 813 CHF | 55 712 CHF | 99,70% | 99,70% |
15/11/2024 | 3,36% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 179 328 | 179 328 | 52 534 CHF | 54 327 CHF | 99,80% | 99,80% |
14/11/2024 | 3,13% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 011 CHF | 56 761 CHF | 99,80% | 99,80% |
13/11/2024 | 3,16% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 548 CHF | 56 298 CHF | 99,80% | 99,80% |
12/11/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 183 544 | 183 544 | 53 529 CHF | 55 364 CHF | 99,50% | 99,50% |
11/11/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 50 919 CHF | 52 669 CHF | 99,70% | 99,70% |
08/11/2024 | 3,38% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 177 081 | 177 081 | 51 454 CHF | 53 224 CHF | 99,81% | 99,81% |
07/11/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 168 218 | 168 217 | 55 466 CHF | 57 148 CHF | 95,68% | 95,68% |