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 | 3,76% | 0,27 CHF | 0,28 CHF | 212 000 | 212 000 | 210 883 | 210 883 | 55 022 CHF | 57 130 CHF | 100,00% | 100,00% |
19/11/2024 | 4,15% | 0,25 CHF | 0,26 CHF | 208 000 | 208 000 | 205 921 | 205 921 | 48 606 CHF | 50 665 CHF | 100,00% | 100,00% |
18/11/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 204 000 | 204 000 | 204 000 | 204 000 | 46 509 CHF | 48 549 CHF | 100,00% | 100,00% |
15/11/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 200 000 | 200 000 | 200 277 | 200 277 | 44 166 CHF | 46 169 CHF | 100,00% | 100,00% |
14/11/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 200 000 | 200 000 | 202 717 | 202 717 | 45 615 CHF | 47 642 CHF | 99,39% | 99,39% |
13/11/2024 | 4,33% | 0,23 CHF | 0,24 CHF | 204 000 | 204 000 | 202 277 | 202 277 | 45 770 CHF | 47 793 CHF | 100,00% | 100,00% |
12/11/2024 | 4,47% | 0,23 CHF | 0,24 CHF | 204 000 | 204 000 | 200 639 | 200 639 | 43 943 CHF | 45 949 CHF | 100,00% | 100,00% |
11/11/2024 | 4,67% | 0,21 CHF | 0,22 CHF | 200 000 | 200 000 | 199 995 | 199 995 | 41 866 CHF | 43 866 CHF | 99,93% | 99,93% |
08/11/2024 | 4,30% | 0,23 CHF | 0,24 CHF | 204 000 | 204 000 | 203 038 | 203 038 | 46 269 CHF | 48 299 CHF | 100,00% | 100,00% |
07/11/2024 | 4,54% | 0,22 CHF | 0,23 CHF | 200 000 | 200 000 | 199 991 | 199 991 | 43 082 CHF | 45 082 CHF | 100,00% | 100,00% |