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 | 5,00% | 0,18 CHF | 0,19 CHF | 230 000 | 230 000 | 221 015 | 221 015 | 43 122 CHF | 45 332 CHF | 99,45% | 99,45% |
19/11/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 230 000 | 230 000 | 227 602 | 227 602 | 41 293 CHF | 43 569 CHF | 99,67% | 99,67% |
18/11/2024 | 4,80% | 0,21 CHF | 0,22 CHF | 220 000 | 220 000 | 219 092 | 219 092 | 44 589 CHF | 46 780 CHF | 99,89% | 99,89% |
15/11/2024 | 4,83% | 0,21 CHF | 0,22 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 44 338 CHF | 46 529 CHF | 100,00% | 100,00% |
14/11/2024 | 5,23% | 0,20 CHF | 0,21 CHF | 220 000 | 220 000 | 223 232 | 223 232 | 41 608 CHF | 43 841 CHF | 98,45% | 98,45% |
13/11/2024 | 5,00% | 0,18 CHF | 0,19 CHF | 230 000 | 230 000 | 221 171 | 221 171 | 43 308 CHF | 45 519 CHF | 99,26% | 99,26% |
12/11/2024 | 4,91% | 0,17 CHF | 0,20 CHF | 230 000 | 230 000 | 219 141 | 219 141 | 43 607 CHF | 45 799 CHF | 83,91% | 99,88% |
11/11/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 51 433 CHF | 53 624 CHF | 100,00% | 100,00% |
08/11/2024 | 4,53% | 0,21 CHF | 0,22 CHF | 220 000 | 220 000 | 219 083 | 219 083 | 47 344 CHF | 49 535 CHF | 99,03% | 99,03% |
07/11/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 220 000 | 220 000 | 219 080 | 219 080 | 51 951 CHF | 54 142 CHF | 98,59% | 98,59% |