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 | 3,97% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 209 508 | 209 508 | 51 655 CHF | 53 750 CHF | 100,00% | 100,00% |
19/11/2024 | 3,91% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 205 960 | 205 960 | 51 686 CHF | 53 745 CHF | 99,64% | 99,64% |
18/11/2024 | 4,32% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 234 996 | 234 996 | 53 216 CHF | 55 566 CHF | 99,91% | 99,91% |
15/11/2024 | 4,19% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 225 780 | 225 780 | 52 785 CHF | 55 042 CHF | 100,00% | 100,00% |
14/11/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 217 153 | 217 153 | 52 106 CHF | 54 278 CHF | 100,00% | 100,00% |
13/11/2024 | 3,62% | 0,27 CHF | 0,28 CHF | 175 000 | 175 000 | 195 652 | 195 652 | 53 067 CHF | 55 023 CHF | 100,00% | 100,00% |
12/11/2024 | 3,96% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 209 707 | 209 707 | 51 856 CHF | 53 953 CHF | 99,69% | 99,69% |
11/11/2024 | 3,88% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 207 291 | 207 291 | 52 420 CHF | 54 493 CHF | 99,91% | 99,91% |
08/11/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 199 489 | 199 489 | 53 322 CHF | 55 317 CHF | 100,00% | 100,00% |
07/11/2024 | 3,48% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 187 573 | 187 573 | 53 006 CHF | 54 882 CHF | 99,91% | 99,91% |