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 | 6,00% | 0,23 CHF | 0,25 CHF | 220 000 | 75 000 | 198 390 | 75 000 | 50 932 CHF | 20 562 CHF | 100,00% | 100,00% |
19/11/2024 | 3,97% | 0,24 CHF | 0,25 CHF | 210 000 | 75 000 | 204 908 | 75 000 | 50 564 CHF | 19 351 CHF | 99,72% | 99,72% |
18/11/2024 | 3,88% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 191 034 | 71 308 | 51 360 CHF | 19 926 CHF | 91,45% | 91,45% |
15/11/2024 | 3,15% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 166 052 | 75 000 | 51 833 CHF | 24 191 CHF | 100,00% | 100,00% |
14/11/2024 | 3,34% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 175 377 | 75 000 | 51 717 CHF | 22 973 CHF | 96,08% | 96,08% |
13/11/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 197 538 | 74 351 | 50 772 CHF | 19 882 CHF | 84,33% | 84,33% |
12/11/2024 | 3,04% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 160 922 | 75 000 | 52 124 CHF | 25 101 CHF | 88,09% | 88,09% |
11/11/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 153 153 | 72 496 | 49 427 CHF | 24 176 CHF | 74,49% | 74,49% |
08/11/2024 | 3,59% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 185 926 | 75 000 | 50 900 CHF | 21 314 CHF | 97,61% | 97,61% |
07/11/2024 | 3,44% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 173 907 | 73 697 | 51 686 CHF | 22 743 CHF | 98,73% | 98,73% |