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 | 5,63% | 0,18 CHF | 0,19 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 31 112 CHF | 32 912 CHF | 100,00% | 100,00% |
19/11/2024 | 5,11% | 0,17 CHF | 0,18 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 34 603 CHF | 36 403 CHF | 100,00% | 100,00% |
18/11/2024 | 5,99% | 0,15 CHF | 0,16 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 29 228 CHF | 31 028 CHF | 100,00% | 100,00% |
15/11/2024 | 5,80% | 0,16 CHF | 0,17 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 30 392 CHF | 32 192 CHF | 100,00% | 100,00% |
14/11/2024 | 4,38% | 0,22 CHF | 0,23 CHF | 180 000 | 180 000 | 181 848 | 181 848 | 41 064 CHF | 42 883 CHF | 99,33% | 99,33% |
13/11/2024 | 3,48% | 0,30 CHF | 0,31 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 53 740 CHF | 55 640 CHF | 100,00% | 100,00% |
12/11/2024 | 4,14% | 0,29 CHF | 0,30 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 43 393 CHF | 45 212 CHF | 100,00% | 100,00% |
11/11/2024 | 5,37% | 0,19 CHF | 0,20 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 32 704 CHF | 34 504 CHF | 99,93% | 99,93% |
08/11/2024 | 5,29% | 0,18 CHF | 0,19 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 33 177 CHF | 34 977 CHF | 100,00% | 100,00% |
07/11/2024 | 7,10% | 0,12 CHF | 0,13 CHF | 170 000 | 170 000 | 171 564 | 171 564 | 23 755 CHF | 25 470 CHF | 100,00% | 100,00% |