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 | - | 0,23 CHF | - CHF | 220 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
20/11/2024 | 4,14% | 0,22 CHF | 0,25 CHF | 230 000 | 200 000 | 213 415 | 200 000 | 50 468 CHF | 49 317 CHF | 13,10% | 98,98% |
19/11/2024 | 4,89% | 0,21 CHF | 0,22 CHF | 240 000 | 200 000 | 251 561 | 200 000 | 50 207 CHF | 41 947 CHF | 100,00% | 100,00% |
18/11/2024 | 4,42% | 0,22 CHF | 0,23 CHF | 230 000 | 200 000 | 228 914 | 200 000 | 50 594 CHF | 46 217 CHF | 100,00% | 100,00% |
15/11/2024 | 4,86% | 0,20 CHF | 0,21 CHF | 250 000 | 200 000 | 250 148 | 200 000 | 50 244 CHF | 42 211 CHF | 100,00% | 100,00% |
14/11/2024 | 5,12% | 0,20 CHF | 0,21 CHF | 250 000 | 200 000 | 268 132 | 200 000 | 50 983 CHF | 40 061 CHF | 99,22% | 99,22% |
13/11/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 280 000 | 200 000 | 271 253 | 197 504 | 50 920 CHF | 39 078 CHF | 99,36% | 99,36% |
12/11/2024 | 4,67% | 0,18 CHF | 0,19 CHF | 280 000 | 200 000 | 241 484 | 200 000 | 50 525 CHF | 44 018 CHF | 100,00% | 100,00% |
11/11/2024 | 3,47% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 56 634 CHF | 58 634 CHF | 100,00% | 100,00% |
08/11/2024 | 3,56% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 55 274 CHF | 57 274 CHF | 100,00% | 100,00% |