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 | 5,33% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 293 674 | 293 674 | 53 579 CHF | 56 515 CHF | 100,00% | 100,00% |
19/11/2024 | 5,00% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 260 406 | 260 406 | 50 753 CHF | 53 357 CHF | 99,89% | 99,89% |
18/11/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 291 679 | 291 679 | 53 233 CHF | 56 150 CHF | 99,90% | 99,90% |
15/11/2024 | 4,99% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 260 543 | 260 542 | 50 918 CHF | 53 524 CHF | 100,00% | 100,00% |
14/11/2024 | 4,77% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 761 | 250 744 | 51 367 CHF | 53 871 CHF | 100,00% | 100,00% |
13/11/2024 | 4,96% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 263 578 | 263 578 | 51 780 CHF | 54 415 CHF | 100,00% | 100,00% |
12/11/2024 | 5,37% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 296 634 | 296 634 | 53 758 CHF | 56 725 CHF | 99,66% | 99,66% |
11/11/2024 | 5,49% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 299 082 | 299 082 | 52 993 CHF | 55 984 CHF | 99,85% | 99,85% |
08/11/2024 | 5,39% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 298 304 | 298 304 | 53 810 CHF | 56 793 CHF | 100,00% | 100,00% |
07/11/2024 | 5,51% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 012 CHF | 56 012 CHF | 99,86% | 99,86% |