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 | 3,55% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 197 073 | 197 073 | 54 609 CHF | 56 580 CHF | 100,00% | 100,00% |
19/11/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 178 217 | 178 217 | 52 985 CHF | 54 767 CHF | 99,20% | 99,20% |
18/11/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 367 CHF | 56 367 CHF | 99,89% | 99,89% |
15/11/2024 | 3,64% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 199 858 | 199 858 | 53 882 CHF | 55 881 CHF | 100,00% | 100,00% |
14/11/2024 | 3,36% | 0,28 CHF | 0,29 CHF | 175 000 | 175 000 | 175 263 | 175 264 | 51 260 CHF | 53 013 CHF | 100,00% | 100,00% |
13/11/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 138 | 175 138 | 53 678 CHF | 55 430 CHF | 100,00% | 100,00% |
12/11/2024 | 3,71% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 199 743 | 199 743 | 52 955 CHF | 54 952 CHF | 99,69% | 99,69% |
11/11/2024 | 3,68% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 53 392 CHF | 55 392 CHF | 99,85% | 99,85% |
08/11/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 196 358 | 196 358 | 55 090 CHF | 57 054 CHF | 100,00% | 100,00% |
07/11/2024 | 3,61% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 468 CHF | 56 468 CHF | 99,90% | 99,90% |