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 | 5,70% | 0,19 CHF | 0,20 CHF | 230 000 | 230 000 | 221 017 | 221 017 | 37 692 CHF | 39 902 CHF | 99,48% | 99,48% |
19/11/2024 | 5,31% | 0,19 CHF | 0,20 CHF | 230 000 | 230 000 | 227 605 | 227 605 | 42 009 CHF | 44 285 CHF | 99,97% | 99,97% |
18/11/2024 | 5,91% | 0,16 CHF | 0,17 CHF | 220 000 | 220 000 | 219 092 | 219 092 | 35 997 CHF | 38 188 CHF | 99,89% | 99,89% |
15/11/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 36 863 CHF | 39 054 CHF | 100,00% | 100,00% |
14/11/2024 | 5,30% | 0,18 CHF | 0,19 CHF | 220 000 | 220 000 | 223 226 | 223 226 | 41 153 CHF | 43 385 CHF | 98,63% | 98,63% |
13/11/2024 | 5,57% | 0,19 CHF | 0,20 CHF | 230 000 | 230 000 | 221 160 | 221 160 | 38 851 CHF | 41 063 CHF | 100,00% | 100,00% |
12/11/2024 | 4,86% | 0,21 CHF | 0,22 CHF | 230 000 | 230 000 | 230 000 | 230 000 | 46 176 CHF | 48 476 CHF | 14,97% | 99,88% |
11/11/2024 | - | 0,14 CHF | - CHF | 220 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
08/11/2024 | 6,09% | 0,17 CHF | 0,18 CHF | 220 000 | 220 000 | 219 083 | 219 083 | 34 948 CHF | 37 139 CHF | 99,04% | 99,04% |
07/11/2024 | 6,87% | 0,14 CHF | 0,15 CHF | 220 000 | 220 000 | 219 093 | 219 093 | 31 030 CHF | 33 221 CHF | 100,00% | 100,00% |