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 | 4,34% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 238 670 | 238 670 | 53 767 CHF | 56 154 CHF | 100,00% | 100,00% |
19/11/2024 | 5,18% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 278 406 | 278 406 | 52 316 CHF | 55 100 CHF | 99,90% | 99,90% |
18/11/2024 | 4,79% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 255 524 | 255 524 | 52 099 CHF | 54 654 CHF | 99,91% | 99,91% |
15/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 255 791 | 255 791 | 51 144 CHF | 53 702 CHF | 100,00% | 100,00% |
14/11/2024 | 5,14% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 279 721 | 279 720 | 52 964 CHF | 55 761 CHF | 100,00% | 100,00% |
13/11/2024 | 5,08% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 270 216 | 270 216 | 51 839 CHF | 54 541 CHF | 100,00% | 100,00% |
12/11/2024 | 3,99% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 212 306 | 212 306 | 52 135 CHF | 54 258 CHF | 99,60% | 99,60% |
11/11/2024 | 3,58% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 195 275 | 195 275 | 53 538 CHF | 55 490 CHF | 99,82% | 99,82% |
08/11/2024 | 3,60% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 197 250 | 197 250 | 53 873 CHF | 55 845 CHF | 100,00% | 100,00% |
07/11/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 523 | 175 523 | 54 374 CHF | 56 129 CHF | 99,86% | 99,86% |