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 | 5,61% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 294 114 | 100 000 | 50 905 CHF | 18 375 CHF | 95,85% | 95,85% |
19/11/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 303 658 | 100 000 | 51 023 CHF | 17 865 CHF | 99,33% | 99,33% |
18/11/2024 | 5,52% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 273 576 | 88 969 | 50 814 CHF | 17 406 CHF | 99,97% | 99,97% |
15/11/2024 | 4,69% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 241 490 | 100 000 | 50 308 CHF | 21 851 CHF | 100,00% | 100,00% |
14/11/2024 | 4,59% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 237 096 | 100 000 | 50 426 CHF | 22 290 CHF | 99,09% | 99,09% |
13/11/2024 | 4,52% | 0,21 CHF | 0,22 CHF | 240 000 | 100 000 | 232 472 | 99 143 | 50 497 CHF | 22 558 CHF | 98,94% | 98,94% |
12/11/2024 | 3,75% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 196 056 | 100 000 | 51 360 CHF | 27 237 CHF | 96,49% | 96,49% |
11/11/2024 | 3,41% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 179 451 | 100 000 | 51 714 CHF | 29 822 CHF | 98,15% | 98,15% |
08/11/2024 | 3,83% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 196 945 | 100 000 | 50 473 CHF | 26 679 CHF | 98,85% | 98,85% |
07/11/2024 | 3,43% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 176 655 | 97 611 | 51 661 CHF | 29 642 CHF | 95,95% | 95,95% |