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 | 3,01% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 171 870 | 171 870 | 56 216 CHF | 57 935 CHF | 100,00% | 100,00% |
19/11/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 176 695 | 176 695 | 52 980 CHF | 54 747 CHF | 99,91% | 99,91% |
18/11/2024 | 3,12% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 55 343 CHF | 57 093 CHF | 99,89% | 99,89% |
15/11/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 940 CHF | 56 690 CHF | 100,00% | 100,00% |
14/11/2024 | 3,26% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 195 | 175 195 | 52 923 CHF | 54 675 CHF | 100,00% | 100,00% |
13/11/2024 | 3,27% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 180 167 | 180 167 | 54 220 CHF | 56 022 CHF | 100,00% | 100,00% |
12/11/2024 | 2,91% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 154 932 | 154 932 | 52 490 CHF | 54 039 CHF | 99,65% | 99,65% |
11/11/2024 | 2,74% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 068 CHF | 55 568 CHF | 99,88% | 99,88% |
08/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 421 CHF | 54 921 CHF | 100,00% | 100,00% |
07/11/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 149 739 | 149 739 | 57 242 CHF | 58 739 CHF | 99,86% | 99,86% |