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 | 3,58% | 0,25 CHF | 0,28 CHF | 200 000 | 75 000 | 186 049 | 75 000 | 50 960 CHF | 21 303 CHF | 14,13% | 100,00% |
19/11/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 199 164 | 75 000 | 50 918 CHF | 19 934 CHF | 99,99% | 99,99% |
18/11/2024 | 4,10% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 184 573 | 63 972 | 50 922 CHF | 18 309 CHF | 100,00% | 100,00% |
15/11/2024 | 3,46% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 180 615 | 74 909 | 51 509 CHF | 22 119 CHF | 100,00% | 100,00% |
14/11/2024 | 3,72% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 192 765 | 75 000 | 50 854 CHF | 20 612 CHF | 94,67% | 94,67% |
13/11/2024 | 4,23% | 0,24 CHF | 0,25 CHF | 210 000 | 75 000 | 215 824 | 74 473 | 50 516 CHF | 18 190 CHF | 99,25% | 99,25% |
12/11/2024 | 4,09% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 210 711 | 75 000 | 50 405 CHF | 18 709 CHF | 98,32% | 98,32% |
11/11/2024 | 3,47% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 180 178 | 75 000 | 51 108 CHF | 22 026 CHF | 100,00% | 100,00% |
08/11/2024 | 4,16% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 139 939 | 64 968 | 41 189 CHF | 19 918 CHF | 97,48% | 97,48% |
07/11/2024 | 2,55% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 127 433 | 72 309 | 51 725 CHF | 30 288 CHF | 95,57% | 95,57% |