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 | 4,79% | 0,19 CHF | 0,21 CHF | 270 000 | 75 000 | 246 049 | 75 000 | 50 158 CHF | 16 046 CHF | 14,13% | 100,00% |
19/11/2024 | 5,15% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 269 338 | 75 000 | 50 942 CHF | 14 950 CHF | 99,99% | 99,99% |
18/11/2024 | 5,55% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 244 847 | 63 972 | 50 206 CHF | 13 792 CHF | 100,00% | 100,00% |
15/11/2024 | 4,60% | 0,20 CHF | 0,21 CHF | 250 000 | 75 000 | 236 590 | 74 909 | 50 335 CHF | 16 699 CHF | 100,00% | 100,00% |
14/11/2024 | 4,95% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 256 746 | 75 000 | 50 566 CHF | 15 585 CHF | 94,67% | 94,67% |
13/11/2024 | 5,63% | 0,18 CHF | 0,19 CHF | 280 000 | 75 000 | 290 771 | 74 473 | 50 723 CHF | 13 755 CHF | 99,25% | 99,25% |
12/11/2024 | 5,45% | 0,16 CHF | 0,17 CHF | 320 000 | 75 000 | 283 972 | 75 000 | 50 648 CHF | 14 144 CHF | 98,32% | 98,32% |
11/11/2024 | 4,65% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 239 620 | 75 000 | 50 376 CHF | 16 529 CHF | 100,00% | 100,00% |
08/11/2024 | 5,58% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 181 863 | 64 968 | 39 589 CHF | 14 919 CHF | 97,48% | 97,48% |
07/11/2024 | 3,39% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 169 541 | 72 309 | 51 685 CHF | 22 941 CHF | 95,57% | 95,57% |