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 | 4,90% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 257 149 | 257 149 | 51 179 CHF | 53 751 CHF | 100,00% | 100,00% |
19/11/2024 | 5,07% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 270 507 | 270 507 | 51 990 CHF | 54 695 CHF | 99,89% | 99,89% |
18/11/2024 | 4,57% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 249 341 | 249 341 | 53 386 CHF | 55 880 CHF | 99,89% | 99,89% |
15/11/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 225 259 | 225 259 | 52 173 CHF | 54 426 CHF | 100,00% | 100,00% |
14/11/2024 | 4,36% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 232 815 | 232 815 | 52 219 CHF | 54 547 CHF | 99,96% | 99,96% |
13/11/2024 | 5,16% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 279 148 | 279 148 | 52 664 CHF | 55 456 CHF | 100,00% | 100,00% |
12/11/2024 | 4,75% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 252 393 | 252 393 | 51 891 CHF | 54 415 CHF | 99,69% | 99,69% |
11/11/2024 | 3,74% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 503 CHF | 54 503 CHF | 99,91% | 99,91% |
08/11/2024 | 3,65% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 195 142 | 195 142 | 52 557 CHF | 54 509 CHF | 100,00% | 100,00% |
07/11/2024 | 3,06% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 172 258 | 172 258 | 55 426 CHF | 57 149 CHF | 99,89% | 99,89% |