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 | 4,64% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 52 702 CHF | 55 202 CHF | 100,00% | 100,00% |
19/11/2024 | 4,77% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 51 170 CHF | 53 670 CHF | 99,88% | 99,88% |
18/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 50 000 CHF | 52 500 CHF | 99,84% | 99,84% |
15/11/2024 | 4,89% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 251 764 | 251 764 | 50 196 CHF | 52 714 CHF | 100,00% | 100,00% |
14/11/2024 | 5,01% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 264 017 | 264 017 | 51 401 CHF | 54 041 CHF | 100,00% | 100,00% |
13/11/2024 | 4,89% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 251 392 | 251 392 | 50 183 CHF | 52 697 CHF | 100,00% | 100,00% |
12/11/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 275 000 | 275 000 | 52 250 CHF | 55 000 CHF | 99,69% | 99,69% |
11/11/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 297 444 | 297 444 | 53 655 CHF | 56 630 CHF | 99,84% | 99,84% |
08/11/2024 | 5,14% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 276 198 | 276 199 | 52 365 CHF | 55 127 CHF | 100,00% | 100,00% |
07/11/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 298 535 | 298 535 | 53 882 CHF | 56 868 CHF | 99,90% | 99,90% |