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 | 5,46% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 297 330 | 297 332 | 52 975 CHF | 55 948 CHF | 100,00% | 100,00% |
19/11/2024 | 5,00% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 263 784 | 263 787 | 51 456 CHF | 54 094 CHF | 99,19% | 99,19% |
18/11/2024 | 5,67% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 51 444 CHF | 54 444 CHF | 99,88% | 99,88% |
15/11/2024 | 5,70% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 301 418 | 301 418 | 51 381 CHF | 54 395 CHF | 100,00% | 100,00% |
14/11/2024 | 5,23% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 283 303 | 283 303 | 52 766 CHF | 55 600 CHF | 100,00% | 100,00% |
13/11/2024 | 4,85% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 257 716 | 257 717 | 51 901 CHF | 54 478 CHF | 100,00% | 100,00% |
12/11/2024 | 5,80% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 309 922 | 309 921 | 51 931 CHF | 55 030 CHF | 99,67% | 99,67% |
11/11/2024 | 5,74% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 301 564 | 301 564 | 51 036 CHF | 54 052 CHF | 99,85% | 99,85% |
08/11/2024 | 5,38% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 296 877 | 296 879 | 53 745 CHF | 56 715 CHF | 100,00% | 100,00% |
07/11/2024 | 5,53% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 797 CHF | 55 797 CHF | 99,90% | 99,90% |