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 | 4,17% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 225 612 | 225 612 | 52 940 CHF | 55 196 CHF | 99,49% | 99,49% |
19/11/2024 | 4,95% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 257 301 | 257 304 | 50 757 CHF | 53 331 CHF | 98,51% | 98,51% |
18/11/2024 | 4,11% | 0,21 CHF | 0,22 CHF | 225 000 | 225 000 | 220 721 | 220 721 | 52 560 CHF | 54 767 CHF | 99,33% | 99,33% |
15/11/2024 | 4,05% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 219 336 | 219 335 | 52 988 CHF | 55 181 CHF | 99,41% | 99,41% |
14/11/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 224 766 | 224 766 | 52 062 CHF | 54 310 CHF | 99,37% | 99,37% |
13/11/2024 | 3,37% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 164 092 | 164 092 | 47 746 CHF | 49 387 CHF | 94,52% | 94,52% |
12/11/2024 | 4,19% | 0,27 CHF | 0,28 CHF | 113 000 | 113 000 | 113 056 | 113 057 | 26 464 CHF | 27 594 CHF | 98,62% | 98,62% |
11/11/2024 | 3,68% | 0,22 CHF | 0,23 CHF | 125 000 | 125 000 | 102 007 | 102 004 | 27 207 CHF | 28 226 CHF | 98,38% | 98,38% |
08/11/2024 | 2,83% | 0,31 CHF | 0,32 CHF | 88 000 | 88 000 | 77 499 | 77 499 | 26 980 CHF | 27 755 CHF | 99,47% | 99,47% |
07/11/2024 | 2,79% | 0,34 CHF | 0,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 26 537 CHF | 27 287 CHF | 99,01% | 99,01% |