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 | 4,76% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 256 265 | 256 265 | 52 510 CHF | 55 073 CHF | 99,22% | 99,22% |
19/11/2024 | 4,79% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 255 426 | 255 426 | 52 110 CHF | 54 664 CHF | 95,69% | 95,69% |
18/11/2024 | 5,05% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 267 675 | 267 675 | 51 672 CHF | 54 349 CHF | 99,12% | 99,12% |
15/11/2024 | 5,37% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 291 065 | 291 065 | 52 773 CHF | 55 684 CHF | 99,47% | 99,47% |
14/11/2024 | 4,85% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 251 338 | 251 338 | 50 545 CHF | 53 058 CHF | 99,02% | 99,02% |
13/11/2024 | 4,95% | 0,20 CHF | 0,21 CHF | 300 000 | 300 000 | 235 704 | 235 699 | 46 346 CHF | 48 702 CHF | 99,41% | 99,41% |
12/11/2024 | 4,87% | 0,20 CHF | 0,21 CHF | 125 000 | 125 000 | 126 502 | 126 502 | 25 327 CHF | 26 592 CHF | 98,78% | 98,78% |
11/11/2024 | 5,06% | 0,21 CHF | 0,22 CHF | 125 000 | 125 000 | 137 913 | 137 913 | 26 585 CHF | 27 964 CHF | 99,22% | 99,22% |
08/11/2024 | 5,91% | 0,19 CHF | 0,20 CHF | 138 000 | 138 000 | 158 998 | 158 998 | 26 124 CHF | 27 714 CHF | 99,45% | 99,45% |
07/11/2024 | 5,46% | 0,15 CHF | 0,16 CHF | 163 000 | 163 000 | 148 911 | 148 911 | 26 558 CHF | 28 047 CHF | 99,31% | 99,31% |