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 | 3,93% | 0,24 CHF | 0,25 CHF | 210 000 | 75 000 | 200 428 | 75 000 | 50 017 CHF | 19 468 CHF | 14,13% | 100,00% |
19/11/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 218 585 | 75 000 | 50 572 CHF | 18 106 CHF | 100,00% | 100,00% |
18/11/2024 | 3,80% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 198 486 | 75 000 | 51 235 CHF | 20 116 CHF | 100,00% | 100,00% |
15/11/2024 | 3,37% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 175 986 | 75 000 | 51 360 CHF | 22 660 CHF | 100,00% | 100,00% |
14/11/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 161 042 | 75 000 | 52 311 CHF | 25 119 CHF | 99,22% | 99,22% |
13/11/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 160 000 | 74 159 | 51 634 CHF | 24 667 CHF | 99,36% | 99,36% |
12/11/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 149 327 | 75 000 | 52 331 CHF | 27 037 CHF | 100,00% | 100,00% |
11/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 140 000 | 75 000 | 51 974 CHF | 28 593 CHF | 100,00% | 100,00% |
08/11/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 148 780 | 75 000 | 51 476 CHF | 26 708 CHF | 100,00% | 100,00% |
07/11/2024 | 3,01% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 159 174 | 72 396 | 52 098 CHF | 24 499 CHF | 98,73% | 98,73% |