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 | 4,29% | 0,24 CHF | 0,25 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 41 091 CHF | 42 891 CHF | 100,00% | 100,00% |
19/11/2024 | 3,97% | 0,22 CHF | 0,23 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 44 692 CHF | 46 492 CHF | 100,00% | 100,00% |
18/11/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 39 233 CHF | 41 033 CHF | 100,00% | 100,00% |
15/11/2024 | 4,37% | 0,22 CHF | 0,23 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 40 472 CHF | 42 272 CHF | 100,00% | 100,00% |
14/11/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 180 000 | 180 000 | 181 847 | 181 847 | 51 227 CHF | 53 045 CHF | 99,39% | 99,39% |
13/11/2024 | 2,91% | 0,35 CHF | 0,36 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 64 461 CHF | 66 361 CHF | 100,00% | 100,00% |
12/11/2024 | 3,35% | 0,35 CHF | 0,36 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 53 678 CHF | 55 498 CHF | 100,00% | 100,00% |
11/11/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 42 753 CHF | 44 553 CHF | 99,93% | 99,93% |
08/11/2024 | 4,11% | 0,24 CHF | 0,25 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 42 980 CHF | 44 780 CHF | 100,00% | 100,00% |
07/11/2024 | 5,09% | 0,18 CHF | 0,19 CHF | 170 000 | 170 000 | 171 559 | 171 559 | 33 226 CHF | 34 942 CHF | 100,00% | 100,00% |