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 | 3,45% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 186 296 | 186 296 | 53 049 CHF | 54 912 CHF | 100,00% | 100,00% |
19/11/2024 | 3,26% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 175 521 | 175 521 | 52 956 CHF | 54 711 CHF | 99,90% | 99,90% |
18/11/2024 | 3,38% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 183 814 | 183 814 | 53 515 CHF | 55 353 CHF | 99,89% | 99,89% |
15/11/2024 | 3,45% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 187 336 | 187 336 | 53 345 CHF | 55 219 CHF | 100,00% | 100,00% |
14/11/2024 | 3,83% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 202 655 | 202 655 | 51 929 CHF | 53 955 CHF | 99,97% | 99,97% |
13/11/2024 | 4,95% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 265 286 | 265 286 | 52 297 CHF | 54 950 CHF | 100,00% | 100,00% |
12/11/2024 | 4,20% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 225 728 | 225 728 | 52 564 CHF | 54 821 CHF | 99,67% | 99,67% |
11/11/2024 | 3,42% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 183 594 | 183 594 | 52 719 CHF | 54 555 CHF | 99,87% | 99,87% |
08/11/2024 | 3,19% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 175 780 | 175 780 | 54 266 CHF | 56 024 CHF | 100,00% | 100,00% |
07/11/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 487 | 150 487 | 55 080 CHF | 56 585 CHF | 99,90% | 99,90% |