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 | 2,85% | 0,36 CHF | 0,37 CHF | 212 000 | 212 000 | 210 883 | 210 883 | 73 001 CHF | 75 110 CHF | 100,00% | 100,00% |
19/11/2024 | 3,07% | 0,34 CHF | 0,35 CHF | 208 000 | 208 000 | 205 920 | 205 920 | 66 133 CHF | 68 193 CHF | 100,00% | 100,00% |
18/11/2024 | 3,12% | 0,31 CHF | 0,32 CHF | 204 000 | 204 000 | 204 000 | 204 000 | 64 385 CHF | 66 425 CHF | 100,00% | 100,00% |
15/11/2024 | 3,19% | 0,31 CHF | 0,32 CHF | 200 000 | 200 000 | 200 275 | 200 275 | 61 765 CHF | 63 768 CHF | 100,00% | 100,00% |
14/11/2024 | 3,16% | 0,31 CHF | 0,32 CHF | 200 000 | 200 000 | 202 717 | 202 717 | 63 043 CHF | 65 071 CHF | 99,39% | 99,39% |
13/11/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 204 000 | 204 000 | 202 277 | 202 277 | 63 617 CHF | 65 640 CHF | 100,00% | 100,00% |
12/11/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 204 000 | 204 000 | 200 640 | 200 640 | 61 518 CHF | 63 524 CHF | 100,00% | 100,00% |
11/11/2024 | 3,31% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 199 995 | 199 995 | 59 450 CHF | 61 450 CHF | 99,93% | 99,93% |
08/11/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 204 000 | 204 000 | 203 040 | 203 040 | 64 203 CHF | 66 233 CHF | 100,00% | 100,00% |
07/11/2024 | 3,26% | 0,31 CHF | 0,32 CHF | 200 000 | 200 000 | 199 992 | 199 992 | 60 436 CHF | 62 436 CHF | 100,00% | 100,00% |