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 | 3,57% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 193 835 | 193 835 | 53 385 CHF | 55 323 CHF | 99,37% | 99,37% |
19/11/2024 | 3,86% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 203 921 | 203 921 | 51 774 CHF | 53 813 CHF | 99,26% | 99,26% |
18/11/2024 | 4,16% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 224 072 | 224 072 | 52 789 CHF | 55 030 CHF | 99,27% | 99,27% |
15/11/2024 | 4,76% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 248 855 | 248 855 | 51 044 CHF | 53 532 CHF | 99,39% | 99,39% |
14/11/2024 | 3,71% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 197 529 | 197 528 | 52 297 CHF | 54 272 CHF | 99,35% | 99,35% |
13/11/2024 | 4,58% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 250 724 | 250 723 | 53 633 CHF | 56 140 CHF | 99,39% | 99,39% |
12/11/2024 | 7,06% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 383 745 | 383 745 | 52 514 CHF | 56 351 CHF | 99,09% | 99,09% |
11/11/2024 | 7,10% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 383 109 | 383 109 | 52 060 CHF | 55 891 CHF | 99,27% | 99,27% |
08/11/2024 | 6,71% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 365 570 | 365 570 | 52 669 CHF | 56 325 CHF | 99,39% | 99,39% |
07/11/2024 | 8,48% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 453 515 | 453 519 | 51 222 CHF | 55 758 CHF | 99,26% | 99,26% |