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 | 3,58% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 878 CHF | 56 878 CHF | 100,00% | 100,00% |
19/11/2024 | 3,92% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 205 994 | 205 994 | 51 545 CHF | 53 605 CHF | 99,89% | 99,89% |
18/11/2024 | 3,79% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 51 726 CHF | 53 726 CHF | 99,88% | 99,88% |
15/11/2024 | 3,57% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 196 519 | 196 519 | 54 086 CHF | 56 051 CHF | 100,00% | 100,00% |
14/11/2024 | 3,74% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 198 537 | 198 537 | 52 124 CHF | 54 109 CHF | 99,98% | 99,98% |
13/11/2024 | 3,92% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 207 283 | 207 283 | 51 765 CHF | 53 838 CHF | 100,00% | 100,00% |
12/11/2024 | 3,65% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 199 910 | 199 910 | 53 823 CHF | 55 822 CHF | 99,66% | 99,66% |
11/11/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 232 CHF | 55 982 CHF | 99,91% | 99,91% |
08/11/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 415 CHF | 55 165 CHF | 100,00% | 100,00% |
07/11/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 543 CHF | 55 293 CHF | 99,90% | 99,90% |