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 | 3,76% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 204 519 | 204 519 | 53 382 CHF | 55 427 CHF | 99,37% | 99,37% |
19/11/2024 | 4,95% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 264 522 | 264 522 | 52 105 CHF | 54 750 CHF | 99,22% | 99,22% |
18/11/2024 | 4,33% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 233 495 | 233 495 | 52 710 CHF | 55 045 CHF | 99,25% | 99,25% |
15/11/2024 | 4,19% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 226 042 | 226 042 | 52 837 CHF | 55 098 CHF | 99,37% | 99,37% |
14/11/2024 | 3,89% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 203 452 | 203 452 | 51 322 CHF | 53 356 CHF | 99,36% | 99,36% |
13/11/2024 | 3,83% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 205 724 | 205 724 | 52 604 CHF | 54 661 CHF | 99,36% | 99,36% |
12/11/2024 | 3,53% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 192 820 | 192 820 | 53 773 CHF | 55 702 CHF | 99,06% | 99,06% |
11/11/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 171 441 | 171 441 | 56 067 CHF | 57 781 CHF | 99,27% | 99,27% |
08/11/2024 | 5,51% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 296 321 | 296 321 | 52 273 CHF | 55 236 CHF | 99,39% | 99,39% |
07/11/2024 | 5,72% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 306 122 | 306 122 | 52 078 CHF | 55 139 CHF | 99,25% | 99,25% |