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 | 3,71% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 897 CHF | 54 897 CHF | 100,00% | 100,00% |
19/11/2024 | 4,20% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 227 102 | 227 102 | 52 964 CHF | 55 235 CHF | 99,91% | 99,91% |
18/11/2024 | 3,98% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 210 546 | 210 546 | 51 762 CHF | 53 868 CHF | 99,91% | 99,91% |
15/11/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 196 353 | 196 353 | 53 130 CHF | 55 094 CHF | 100,00% | 100,00% |
14/11/2024 | 3,90% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 210 006 | 210 006 | 52 894 CHF | 54 994 CHF | 100,00% | 100,00% |
13/11/2024 | 4,15% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 223 643 | 223 643 | 52 658 CHF | 54 894 CHF | 100,00% | 100,00% |
12/11/2024 | 3,77% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 200 169 | 200 169 | 52 113 CHF | 54 114 CHF | 99,69% | 99,69% |
11/11/2024 | 3,16% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 456 CHF | 56 206 CHF | 99,89% | 99,89% |
08/11/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 439 CHF | 55 189 CHF | 100,00% | 100,00% |
07/11/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 53 549 CHF | 55 299 CHF | 99,91% | 99,91% |