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 | 4,97% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 265 025 | 265 025 | 52 111 CHF | 54 761 CHF | 100,00% | 100,00% |
19/11/2024 | 5,65% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 301 371 | 301 371 | 51 880 CHF | 54 894 CHF | 99,87% | 99,87% |
18/11/2024 | 4,61% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 248 420 | 248 420 | 52 695 CHF | 55 179 CHF | 99,91% | 99,91% |
15/11/2024 | 3,62% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 193 744 | 193 744 | 52 574 CHF | 54 512 CHF | 100,00% | 100,00% |
14/11/2024 | 3,54% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 198 070 | 198 070 | 54 989 CHF | 56 970 CHF | 100,00% | 100,00% |
13/11/2024 | 4,43% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 236 945 | 236 945 | 52 381 CHF | 54 751 CHF | 100,00% | 100,00% |
12/11/2024 | 3,62% | 0,21 CHF | 0,22 CHF | 225 000 | 225 000 | 196 141 | 196 141 | 53 192 CHF | 55 153 CHF | 99,68% | 99,68% |
11/11/2024 | 2,98% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 167 002 | 167 002 | 55 154 CHF | 56 824 CHF | 99,91% | 99,91% |
08/11/2024 | 3,90% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 207 869 | 207 869 | 52 309 CHF | 54 388 CHF | 100,00% | 100,00% |
07/11/2024 | 4,41% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 236 454 | 236 454 | 52 500 CHF | 54 865 CHF | 99,90% | 99,90% |