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 | 4,75% | 0,23 CHF | 0,24 CHF | 140 000 | 140 000 | 136 194 | 136 194 | 28 076 CHF | 29 438 CHF | 100,00% | 100,00% |
19/11/2024 | 4,27% | 0,21 CHF | 0,22 CHF | 136 000 | 136 000 | 138 685 | 138 685 | 31 844 CHF | 33 231 CHF | 100,00% | 100,00% |
18/11/2024 | 5,21% | 0,20 CHF | 0,21 CHF | 136 000 | 136 000 | 134 994 | 134 994 | 25 287 CHF | 26 637 CHF | 100,00% | 100,00% |
15/11/2024 | 5,52% | 0,17 CHF | 0,18 CHF | 132 000 | 132 000 | 132 280 | 132 280 | 23 415 CHF | 24 737 CHF | 100,00% | 100,00% |
14/11/2024 | 4,40% | 0,21 CHF | 0,22 CHF | 136 000 | 136 000 | 137 326 | 137 326 | 30 511 CHF | 31 884 CHF | 100,00% | 100,00% |
13/11/2024 | 4,49% | 0,24 CHF | 0,25 CHF | 140 000 | 140 000 | 136 398 | 136 398 | 29 763 CHF | 31 126 CHF | 100,00% | 100,00% |
12/11/2024 | 5,00% | 0,21 CHF | 0,22 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 26 403 CHF | 27 758 CHF | 99,85% | 99,85% |
11/11/2024 | 5,07% | 0,18 CHF | 0,19 CHF | 132 000 | 132 000 | 135 308 | 135 308 | 26 033 CHF | 27 386 CHF | 100,00% | 100,00% |
08/11/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 136 000 | 136 000 | 134 839 | 134 839 | 26 193 CHF | 27 542 CHF | 100,00% | 100,00% |
07/11/2024 | 4,70% | 0,21 CHF | 0,22 CHF | 136 000 | 136 000 | 135 439 | 135 439 | 28 173 CHF | 29 528 CHF | 100,00% | 100,00% |