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 | 4,20% | 0,25 CHF | 0,26 CHF | 230 000 | 230 000 | 104 550 | 104 550 | 25 150 CHF | 26 200 CHF | 99,33% | 99,33% |
19/11/2024 | 4,67% | 0,22 CHF | 0,23 CHF | 240 000 | 240 000 | 106 554 | 106 554 | 23 151 CHF | 24 222 CHF | 100,00% | 100,00% |
18/11/2024 | 4,88% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 114 047 | 114 047 | 23 826 CHF | 24 971 CHF | 99,77% | 99,77% |
15/11/2024 | 4,50% | 0,22 CHF | 0,23 CHF | 240 000 | 240 000 | 106 816 | 106 816 | 23 813 CHF | 24 885 CHF | 99,90% | 99,90% |
14/11/2024 | 4,23% | 0,22 CHF | 0,23 CHF | 230 000 | 230 000 | 102 378 | 102 378 | 23 803 CHF | 24 832 CHF | 98,56% | 98,56% |
13/11/2024 | 4,23% | 0,24 CHF | 0,25 CHF | 230 000 | 230 000 | 104 581 | 104 581 | 24 982 CHF | 26 032 CHF | 100,00% | 100,00% |
12/11/2024 | 4,13% | 0,23 CHF | 0,24 CHF | 230 000 | 230 000 | 102 231 | 102 231 | 24 848 CHF | 25 875 CHF | 99,88% | 99,88% |
11/11/2024 | 3,99% | 0,26 CHF | 0,27 CHF | 220 000 | 220 000 | 100 140 | 100 140 | 25 399 CHF | 26 404 CHF | 99,90% | 99,90% |
08/11/2024 | 4,04% | 0,26 CHF | 0,27 CHF | 220 000 | 220 000 | 101 720 | 101 720 | 25 572 CHF | 26 594 CHF | 99,06% | 99,06% |
07/11/2024 | 4,03% | 0,24 CHF | 0,25 CHF | 230 000 | 230 000 | 102 265 | 102 265 | 25 445 CHF | 26 472 CHF | 99,90% | 99,90% |