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 | 5,02% | 0,17 CHF | 0,18 CHF | 340 000 | 340 000 | 188 967 | 188 967 | 36 495 CHF | 38 388 CHF | 99,90% | 99,90% |
19/11/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 350 000 | 350 000 | 192 656 | 192 656 | 33 050 CHF | 34 980 CHF | 100,00% | 100,00% |
18/11/2024 | 5,19% | 0,20 CHF | 0,21 CHF | 370 000 | 370 000 | 203 523 | 203 523 | 39 097 CHF | 41 137 CHF | 98,49% | 98,49% |
15/11/2024 | 4,22% | 0,19 CHF | 0,20 CHF | 310 000 | 310 000 | 172 564 | 172 564 | 39 668 CHF | 41 396 CHF | 97,25% | 97,25% |
14/11/2024 | 3,93% | 0,26 CHF | 0,27 CHF | 300 000 | 300 000 | 164 717 | 164 717 | 42 601 CHF | 44 255 CHF | 100,00% | 100,00% |
13/11/2024 | 4,41% | 0,22 CHF | 0,23 CHF | 320 000 | 320 000 | 175 012 | 175 012 | 39 578 CHF | 41 335 CHF | 100,00% | 100,00% |
12/11/2024 | 4,92% | 0,22 CHF | 0,23 CHF | 350 000 | 350 000 | 191 459 | 191 459 | 39 603 CHF | 41 526 CHF | 100,00% | 100,00% |
11/11/2024 | 4,29% | 0,20 CHF | 0,21 CHF | 330 000 | 330 000 | 179 538 | 179 538 | 41 968 CHF | 43 771 CHF | 100,00% | 100,00% |
08/11/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 320 000 | 320 000 | 173 883 | 173 883 | 44 020 CHF | 45 766 CHF | 98,09% | 98,09% |
07/11/2024 | 4,31% | 0,26 CHF | 0,27 CHF | 340 000 | 340 000 | 186 321 | 186 321 | 43 837 CHF | 45 707 CHF | 99,25% | 99,25% |