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 | 3,55% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 55 305 CHF | 57 305 CHF | 99,07% | 99,07% |
19/11/2024 | 3,56% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 198 884 | 198 884 | 54 873 CHF | 56 862 CHF | 95,93% | 95,93% |
18/11/2024 | 3,62% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 271 CHF | 56 271 CHF | 99,32% | 99,32% |
15/11/2024 | 3,83% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 271 CHF | 53 271 CHF | 99,45% | 99,45% |
14/11/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 144 CHF | 56 144 CHF | 99,11% | 99,11% |
13/11/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 178 090 | 178 090 | 48 025 CHF | 49 806 CHF | 98,76% | 98,76% |
12/11/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 100 000 | 100 000 | 99 678 | 99 678 | 26 941 CHF | 27 938 CHF | 99,09% | 99,09% |
11/11/2024 | 3,72% | 0,28 CHF | 0,29 CHF | 88 000 | 88 000 | 95 775 | 95 775 | 25 315 CHF | 26 273 CHF | 99,32% | 99,32% |