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 | 7,33% | 0,12 CHF | 0,13 CHF | 230 000 | 230 000 | 222 948 | 222 948 | 29 374 CHF | 31 604 CHF | 100,00% | 100,00% |
19/11/2024 | 7,06% | 0,14 CHF | 0,15 CHF | 220 000 | 220 000 | 220 000 | 220 000 | 30 134 CHF | 32 334 CHF | 99,85% | 99,85% |
18/11/2024 | 6,92% | 0,15 CHF | 0,16 CHF | 220 000 | 220 000 | 218 236 | 218 236 | 30 485 CHF | 32 668 CHF | 100,00% | 100,00% |
15/11/2024 | 5,12% | 0,17 CHF | 0,18 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 36 259 CHF | 38 159 CHF | 100,00% | 100,00% |
14/11/2024 | 4,43% | 0,22 CHF | 0,23 CHF | 190 000 | 190 000 | 191 672 | 191 672 | 42 326 CHF | 44 243 CHF | 100,00% | 100,00% |
13/11/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 37 237 CHF | 39 137 CHF | 100,00% | 100,00% |
12/11/2024 | 4,30% | 0,21 CHF | 0,22 CHF | 190 000 | 190 000 | 188 888 | 188 888 | 43 021 CHF | 44 910 CHF | 99,85% | 99,85% |
11/11/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 190 000 | 190 000 | 189 995 | 189 995 | 46 685 CHF | 48 585 CHF | 100,00% | 100,00% |
08/11/2024 | 4,35% | 0,23 CHF | 0,24 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 42 745 CHF | 44 645 CHF | 98,88% | 98,88% |
07/11/2024 | 4,27% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 199 306 | 199 306 | 45 726 CHF | 47 719 CHF | 100,00% | 100,00% |