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 | 4,12% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 203 860 | 75 000 | 51 020 CHF | 19 620 CHF | 100,00% | 100,00% |
19/11/2024 | 3,98% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 207 158 | 75 000 | 51 105 CHF | 19 326 CHF | 99,99% | 99,99% |
18/11/2024 | 4,00% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 204 367 | 63 972 | 50 421 CHF | 16 511 CHF | 100,00% | 100,00% |
15/11/2024 | 4,18% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 133 993 | 61 326 | 36 456 CHF | 17 496 CHF | 100,00% | 100,00% |
14/11/2024 | 3,36% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 175 388 | 75 000 | 51 374 CHF | 22 854 CHF | 99,44% | 99,44% |
13/11/2024 | 4,51% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 232 391 | 74 376 | 50 426 CHF | 16 928 CHF | 98,81% | 98,81% |
12/11/2024 | 4,06% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 208 587 | 75 000 | 50 329 CHF | 18 871 CHF | 100,00% | 100,00% |
11/11/2024 | 3,40% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 178 748 | 75 000 | 51 679 CHF | 22 450 CHF | 99,90% | 99,90% |
08/11/2024 | 3,21% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 169 526 | 75 000 | 51 896 CHF | 23 743 CHF | 97,40% | 97,40% |
07/11/2024 | 2,77% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 144 393 | 72 302 | 51 629 CHF | 26 872 CHF | 95,24% | 95,24% |