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 | 6,36% | 0,14 CHF | 0,15 CHF | 200 000 | 200 000 | 197 159 | 197 159 | 30 054 CHF | 32 025 CHF | 100,00% | 100,00% |
19/11/2024 | 5,49% | 0,16 CHF | 0,17 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 26 617 CHF | 28 117 CHF | 100,00% | 100,00% |
18/11/2024 | 5,14% | 0,19 CHF | 0,20 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 28 435 CHF | 29 935 CHF | 100,00% | 100,00% |
15/11/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 30 203 CHF | 31 703 CHF | 100,00% | 100,00% |
14/11/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 29 145 CHF | 30 645 CHF | 99,36% | 99,36% |
13/11/2024 | 4,99% | 0,19 CHF | 0,20 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 29 363 CHF | 30 863 CHF | 100,00% | 100,00% |
12/11/2024 | 4,74% | 0,20 CHF | 0,21 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 28 893 CHF | 30 295 CHF | 100,00% | 100,00% |
11/11/2024 | 5,25% | 0,22 CHF | 0,23 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 33 311 CHF | 35 107 CHF | 99,93% | 99,93% |
08/11/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 29 834 CHF | 31 338 CHF | 100,00% | 100,00% |
07/11/2024 | 5,26% | 0,21 CHF | 0,23 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 30 617 CHF | 32 270 CHF | 100,00% | 100,00% |