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 | 3,10% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 566 CHF | 57 316 CHF | 99,39% | 99,39% |
19/11/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 174 047 | 174 046 | 55 297 CHF | 57 037 CHF | 99,29% | 99,29% |
18/11/2024 | 3,75% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 202 385 | 202 385 | 53 043 CHF | 55 067 CHF | 99,28% | 99,28% |
15/11/2024 | 4,00% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 216 499 | 216 500 | 53 018 CHF | 55 183 CHF | 99,38% | 99,38% |
14/11/2024 | 3,55% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 192 234 | 192 234 | 53 250 CHF | 55 172 CHF | 99,35% | 99,35% |
13/11/2024 | 3,67% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 197 411 | 197 411 | 52 831 CHF | 54 805 CHF | 99,38% | 99,38% |
12/11/2024 | 4,60% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 248 921 | 248 921 | 52 942 CHF | 55 431 CHF | 99,08% | 99,08% |
11/11/2024 | 6,13% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 328 983 | 328 983 | 52 029 CHF | 55 319 CHF | 99,28% | 99,28% |
08/11/2024 | 6,14% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 330 021 | 330 021 | 52 078 CHF | 55 378 CHF | 99,39% | 99,39% |
07/11/2024 | 7,62% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 410 088 | 410 087 | 51 759 CHF | 55 860 CHF | 99,27% | 99,27% |