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 | 4,16% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 222 554 | 222 554 | 52 393 CHF | 54 619 CHF | 100,00% | 100,00% |
19/11/2024 | 4,39% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 238 406 | 238 406 | 53 143 CHF | 55 527 CHF | 99,91% | 99,91% |
18/11/2024 | 4,17% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 223 058 | 223 058 | 52 379 CHF | 54 610 CHF | 99,90% | 99,90% |
15/11/2024 | 4,24% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 228 739 | 228 739 | 52 687 CHF | 54 974 CHF | 100,00% | 100,00% |
14/11/2024 | 3,90% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 208 492 | 208 492 | 52 426 CHF | 54 510 CHF | 100,00% | 100,00% |
13/11/2024 | 5,04% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 270 556 | 270 555 | 52 286 CHF | 54 992 CHF | 100,00% | 100,00% |
12/11/2024 | 4,98% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 261 132 | 261 133 | 51 099 CHF | 53 710 CHF | 99,70% | 99,70% |
11/11/2024 | 5,92% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 320 434 | 320 435 | 52 585 CHF | 55 789 CHF | 99,91% | 99,91% |
08/11/2024 | 9,20% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 490 744 | 474 536 | 50 950 CHF | 54 188 CHF | 100,00% | 100,00% |
07/11/2024 | 8,86% | 0,10 CHF | 0,11 CHF | 575 000 | 300 000 | 473 522 | 422 987 | 51 085 CHF | 50 697 CHF | 95,88% | 95,88% |