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 | 5,70% | 0,16 CHF | 0,17 CHF | 320 000 | 75 000 | 298 609 | 75 000 | 50 829 CHF | 13 573 CHF | 100,00% | 100,00% |
19/11/2024 | 5,78% | 0,16 CHF | 0,17 CHF | 320 000 | 75 000 | 303 912 | 75 000 | 51 029 CHF | 13 388 CHF | 99,92% | 99,92% |
18/11/2024 | 5,89% | 0,18 CHF | 0,19 CHF | 280 000 | 75 000 | 281 893 | 71 308 | 50 626 CHF | 13 566 CHF | 91,45% | 91,45% |
15/11/2024 | 4,78% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 246 619 | 75 000 | 50 326 CHF | 16 072 CHF | 100,00% | 100,00% |
14/11/2024 | 5,03% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 260 625 | 75 000 | 50 508 CHF | 15 345 CHF | 96,08% | 96,08% |
13/11/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 300 000 | 75 000 | 296 666 | 74 351 | 50 848 CHF | 13 503 CHF | 84,33% | 84,33% |
12/11/2024 | 4,81% | 0,18 CHF | 0,19 CHF | 280 000 | 75 000 | 248 064 | 75 000 | 50 362 CHF | 16 012 CHF | 88,09% | 88,09% |
11/11/2024 | 5,22% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 243 402 | 72 496 | 47 643 CHF | 14 950 CHF | 74,49% | 74,49% |
08/11/2024 | 5,70% | 0,17 CHF | 0,18 CHF | 300 000 | 75 000 | 298 537 | 75 000 | 50 899 CHF | 13 555 CHF | 99,37% | 99,37% |
07/11/2024 | 5,40% | 0,18 CHF | 0,19 CHF | 280 000 | 75 000 | 274 466 | 73 698 | 50 916 CHF | 14 468 CHF | 98,73% | 98,73% |