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 | 4,46% | 0,20 CHF | 0,21 CHF | 375 000 | 375 000 | 350 641 | 350 640 | 76 809 CHF | 80 315 CHF | 97,86% | 97,86% |
19/11/2024 | 4,81% | 0,20 CHF | 0,21 CHF | 375 000 | 375 000 | 384 534 | 384 534 | 77 969 CHF | 81 814 CHF | 98,91% | 98,91% |
18/11/2024 | 4,24% | 0,24 CHF | 0,25 CHF | 325 000 | 325 000 | 344 466 | 344 466 | 79 622 CHF | 83 067 CHF | 98,77% | 98,77% |
15/11/2024 | 3,91% | 0,24 CHF | 0,25 CHF | 350 000 | 350 000 | 321 416 | 321 416 | 80 582 CHF | 83 796 CHF | 100,00% | 100,00% |
14/11/2024 | 3,58% | 0,30 CHF | 0,31 CHF | 300 000 | 300 000 | 306 746 | 306 746 | 84 337 CHF | 87 404 CHF | 98,26% | 98,26% |
13/11/2024 | 3,81% | 0,26 CHF | 0,27 CHF | 325 000 | 325 000 | 320 520 | 320 518 | 82 513 CHF | 85 717 CHF | 99,60% | 99,60% |
12/11/2024 | 3,29% | 0,27 CHF | 0,28 CHF | 300 000 | 300 000 | 287 260 | 287 259 | 85 907 CHF | 88 779 CHF | 100,00% | 100,00% |
11/11/2024 | 2,79% | 0,35 CHF | 0,36 CHF | 450 000 | 450 000 | 451 074 | 451 074 | 159 154 CHF | 163 665 CHF | 100,00% | 100,00% |
08/11/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 500 000 | 500 000 | 491 082 | 491 080 | 155 735 CHF | 160 645 CHF | 84,81% | 84,81% |
07/11/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 450 000 | 450 000 | 454 789 | 454 788 | 169 242 CHF | 173 789 CHF | 100,00% | 100,00% |