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 | 4,86% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 250 859 | 75 000 | 50 323 CHF | 15 813 CHF | 100,00% | 100,00% |
19/11/2024 | 4,83% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 250 407 | 75 000 | 50 612 CHF | 15 947 CHF | 99,99% | 99,99% |
18/11/2024 | 4,89% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 249 985 | 63 973 | 50 157 CHF | 13 507 CHF | 100,00% | 100,00% |
15/11/2024 | 5,73% | 0,20 CHF | 0,21 CHF | 250 000 | 75 000 | 165 573 | 61 326 | 35 018 CHF | 13 752 CHF | 100,00% | 100,00% |
14/11/2024 | 4,25% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 219 312 | 75 000 | 50 459 CHF | 18 052 CHF | 99,44% | 99,44% |
13/11/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 265 918 | 74 375 | 50 847 CHF | 14 983 CHF | 98,81% | 98,81% |
12/11/2024 | 4,83% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 248 390 | 75 000 | 50 210 CHF | 15 923 CHF | 100,00% | 100,00% |
11/11/2024 | 4,37% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 225 909 | 75 000 | 50 597 CHF | 17 557 CHF | 99,90% | 99,90% |
08/11/2024 | 4,23% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 218 574 | 75 000 | 50 551 CHF | 18 107 CHF | 97,40% | 97,40% |
07/11/2024 | 3,78% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 197 453 | 72 310 | 51 231 CHF | 19 615 CHF | 95,53% | 95,53% |