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 | 4,12% | 0,21 CHF | 0,25 CHF | 240 000 | 100 000 | 212 262 | 100 000 | 50 445 CHF | 24 774 CHF | 14,13% | 90,21% |
19/11/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 230 232 | 100 000 | 50 543 CHF | 22 995 CHF | 99,36% | 99,36% |
18/11/2024 | 5,41% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 225 085 | 88 902 | 50 576 CHF | 20 976 CHF | 99,38% | 99,38% |
15/11/2024 | 4,35% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 200 025 | 75 000 | 50 592 CHF | 19 814 CHF | 100,00% | 100,00% |
14/11/2024 | 3,82% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 199 484 | 75 000 | 51 286 CHF | 20 044 CHF | 98,90% | 98,90% |
13/11/2024 | 4,29% | 0,25 CHF | 0,26 CHF | 200 000 | 100 000 | 214 817 | 98 896 | 50 477 CHF | 24 272 CHF | 99,26% | 99,26% |
12/11/2024 | 3,87% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 195 589 | 75 000 | 51 304 CHF | 20 493 CHF | 99,00% | 99,00% |
11/11/2024 | 3,42% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 179 500 | 75 000 | 51 567 CHF | 22 299 CHF | 99,90% | 99,90% |
08/11/2024 | 4,05% | 0,27 CHF | 0,28 CHF | 190 000 | 75 000 | 195 050 | 75 000 | 51 616 CHF | 20 679 CHF | 100,00% | 100,00% |
07/11/2024 | 3,97% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 192 331 | 97 336 | 50 750 CHF | 26 855 CHF | 96,51% | 96,51% |