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 | 4,11% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 221 105 | 221 105 | 52 671 CHF | 54 882 CHF | 100,00% | 100,00% |
19/11/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 247 025 | 247 025 | 52 694 CHF | 55 164 CHF | 99,88% | 99,88% |
18/11/2024 | 4,31% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 236 042 | 236 042 | 53 623 CHF | 55 984 CHF | 99,89% | 99,89% |
15/11/2024 | 4,35% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 235 273 | 235 273 | 52 870 CHF | 55 223 CHF | 100,00% | 100,00% |
14/11/2024 | 4,53% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 243 987 | 243 987 | 52 628 CHF | 55 068 CHF | 100,00% | 100,00% |
13/11/2024 | 4,51% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 244 177 | 244 177 | 52 880 CHF | 55 322 CHF | 100,00% | 100,00% |
12/11/2024 | 3,91% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 204 144 | 204 143 | 51 253 CHF | 53 295 CHF | 99,60% | 99,60% |
11/11/2024 | 3,62% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 199 738 | 199 738 | 54 208 CHF | 56 206 CHF | 99,83% | 99,83% |
08/11/2024 | 3,65% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 199 788 | 199 788 | 53 713 CHF | 55 710 CHF | 100,00% | 100,00% |
07/11/2024 | 3,37% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 181 515 | 181 515 | 52 966 CHF | 54 781 CHF | 99,85% | 99,85% |