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 | 4,71% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 249 803 | 249 803 | 51 843 CHF | 54 341 CHF | 100,00% | 100,00% |
19/11/2024 | 4,28% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 227 485 | 227 485 | 52 019 CHF | 54 294 CHF | 99,91% | 99,91% |
18/11/2024 | 4,60% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 249 389 | 249 389 | 53 031 CHF | 55 525 CHF | 99,89% | 99,89% |
15/11/2024 | 4,32% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 235 352 | 235 352 | 53 228 CHF | 55 581 CHF | 100,00% | 100,00% |
14/11/2024 | 4,09% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 217 819 | 217 820 | 52 213 CHF | 54 391 CHF | 100,00% | 100,00% |
13/11/2024 | 4,25% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 230 290 | 230 292 | 52 959 CHF | 55 262 CHF | 100,00% | 100,00% |
12/11/2024 | 4,74% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 192 | 250 192 | 51 581 CHF | 54 083 CHF | 99,61% | 99,61% |
11/11/2024 | 4,90% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 257 063 | 257 063 | 51 166 CHF | 53 736 CHF | 99,83% | 99,83% |
08/11/2024 | 4,73% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 51 667 CHF | 54 167 CHF | 100,00% | 100,00% |
07/11/2024 | 4,97% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 258 180 | 258 179 | 50 669 CHF | 53 251 CHF | 99,83% | 99,83% |