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 | 3,39% | 0,30 CHF | 0,31 CHF | 212 000 | 212 000 | 210 883 | 210 883 | 61 214 CHF | 63 322 CHF | 100,00% | 100,00% |
19/11/2024 | 3,67% | 0,28 CHF | 0,29 CHF | 208 000 | 208 000 | 205 921 | 205 921 | 55 131 CHF | 57 190 CHF | 100,00% | 100,00% |
18/11/2024 | 3,79% | 0,26 CHF | 0,27 CHF | 204 000 | 204 000 | 204 000 | 204 000 | 52 839 CHF | 54 879 CHF | 100,00% | 100,00% |
15/11/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 200 277 | 200 277 | 50 083 CHF | 52 086 CHF | 100,00% | 100,00% |
14/11/2024 | 3,83% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 202 717 | 202 717 | 51 915 CHF | 53 943 CHF | 99,33% | 99,33% |
13/11/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 204 000 | 204 000 | 202 277 | 202 277 | 51 724 CHF | 53 746 CHF | 100,00% | 100,00% |
12/11/2024 | 3,92% | 0,26 CHF | 0,27 CHF | 204 000 | 204 000 | 200 638 | 200 638 | 50 145 CHF | 52 151 CHF | 100,00% | 100,00% |
11/11/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 199 995 | 199 995 | 47 878 CHF | 49 878 CHF | 99,93% | 99,93% |
08/11/2024 | 3,80% | 0,26 CHF | 0,27 CHF | 204 000 | 204 000 | 203 040 | 203 040 | 52 429 CHF | 54 459 CHF | 100,00% | 100,00% |
07/11/2024 | 3,98% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 199 991 | 199 991 | 49 227 CHF | 51 227 CHF | 100,00% | 100,00% |