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 | 4,83% | 0,22 CHF | 0,23 CHF | 370 000 | 370 000 | 368 474 | 368 474 | 74 568 CHF | 78 252 CHF | 100,00% | 100,00% |
19/11/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 370 000 | 370 000 | 370 070 | 370 070 | 81 854 CHF | 85 555 CHF | 99,87% | 99,87% |
18/11/2024 | 4,27% | 0,22 CHF | 0,23 CHF | 370 000 | 370 000 | 369 913 | 369 913 | 84 778 CHF | 88 477 CHF | 99,69% | 99,69% |
15/11/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 370 000 | 370 000 | 368 464 | 368 464 | 82 882 CHF | 86 567 CHF | 99,34% | 99,34% |
14/11/2024 | 4,73% | 0,21 CHF | 0,22 CHF | 370 000 | 370 000 | 368 468 | 368 468 | 76 466 CHF | 80 150 CHF | 99,51% | 99,51% |
13/11/2024 | 3,37% | 0,30 CHF | 0,31 CHF | 380 000 | 380 000 | 378 608 | 378 608 | 110 653 CHF | 114 439 CHF | 96,80% | 96,80% |
12/11/2024 | 3,92% | 0,27 CHF | 0,28 CHF | 380 000 | 380 000 | 375 411 | 375 411 | 94 207 CHF | 97 961 CHF | 97,30% | 97,30% |
11/11/2024 | 4,38% | 0,22 CHF | 0,23 CHF | 370 000 | 370 000 | 368 474 | 368 474 | 82 313 CHF | 85 998 CHF | 99,95% | 99,95% |
08/11/2024 | 3,97% | 0,24 CHF | 0,25 CHF | 370 000 | 370 000 | 371 536 | 371 536 | 91 860 CHF | 95 575 CHF | 93,52% | 93,52% |
07/11/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 380 000 | 380 000 | 376 533 | 376 533 | 101 449 CHF | 105 214 CHF | 94,70% | 94,70% |