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 | 4,61% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 250 954 | 250 954 | 53 233 CHF | 55 743 CHF | 100,00% | 100,00% |
19/11/2024 | 4,98% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 263 010 | 263 010 | 51 529 CHF | 54 159 CHF | 99,86% | 99,86% |
18/11/2024 | 4,43% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 244 017 | 244 017 | 53 875 CHF | 56 315 CHF | 99,87% | 99,87% |
15/11/2024 | 3,79% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 200 255 | 200 255 | 51 921 CHF | 53 924 CHF | 100,00% | 100,00% |
14/11/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 201 218 | 201 218 | 52 535 CHF | 54 547 CHF | 100,00% | 100,00% |
13/11/2024 | 4,42% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 238 707 | 238 707 | 52 826 CHF | 55 213 CHF | 100,00% | 100,00% |
12/11/2024 | 3,85% | 0,21 CHF | 0,22 CHF | 225 000 | 225 000 | 203 470 | 203 470 | 51 866 CHF | 53 901 CHF | 99,66% | 99,66% |
11/11/2024 | 3,35% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 179 788 | 179 788 | 52 805 CHF | 54 603 CHF | 99,88% | 99,88% |
08/11/2024 | 4,09% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 219 224 | 219 222 | 52 447 CHF | 54 639 CHF | 100,00% | 100,00% |
07/11/2024 | 4,49% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 243 789 | 243 789 | 53 153 CHF | 55 591 CHF | 99,81% | 99,81% |