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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 4,37% | 0,27 CHF | 0,28 CHF | 250 000 | 250 000 | 216 568 | 129 331 | 53 590 CHF | 33 840 CHF | 99,61% | 99,61% |
20/11/2024 | 4,81% | 0,24 CHF | 0,25 CHF | 250 000 | 250 000 | 226 033 | 129 427 | 52 567 CHF | 31 721 CHF | 99,35% | 99,35% |
19/11/2024 | 5,25% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 226 578 | 129 668 | 51 072 CHF | 30 311 CHF | 98,53% | 98,53% |
18/11/2024 | 4,76% | 0,26 CHF | 0,27 CHF | 250 000 | 250 000 | 202 393 | 129 171 | 54 405 CHF | 36 192 CHF | 98,69% | 98,69% |
15/11/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 250 000 | 250 000 | 211 109 | 130 403 | 53 952 CHF | 34 703 CHF | 95,98% | 95,98% |
14/11/2024 | 4,00% | 0,28 CHF | 0,29 CHF | 250 000 | 250 000 | 191 401 | 129 504 | 55 567 CHF | 38 849 CHF | 99,01% | 99,01% |
13/11/2024 | 3,84% | 0,29 CHF | 0,30 CHF | 250 000 | 250 000 | 204 002 | 134 833 | 55 692 CHF | 38 415 CHF | 88,81% | 88,81% |
12/11/2024 | 4,39% | 0,27 CHF | 0,28 CHF | 250 000 | 250 000 | 201 960 | 130 465 | 55 054 CHF | 37 166 CHF | 95,91% | 95,91% |
11/11/2024 | 5,25% | 0,27 CHF | 0,28 CHF | 250 000 | 250 000 | 228 885 | 129 329 | 53 721 CHF | 32 737 CHF | 99,22% | 99,22% |
08/11/2024 | 6,54% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 277 603 | 129 672 | 50 530 CHF | 25 604 CHF | 98,54% | 98,54% |