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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 33 504 CHF | 35 304 CHF | 0,83% | 97,20% |
22/11/2024 | 5,81% | 0,17 CHF | 0,18 CHF | 180 000 | 180 000 | 176 080 | 176 080 | 29 470 CHF | 31 231 CHF | 100,00% | 100,00% |
20/11/2024 | 5,38% | 0,18 CHF | 0,19 CHF | 190 000 | 190 000 | 184 785 | 184 785 | 33 459 CHF | 35 306 CHF | 100,00% | 100,00% |
19/11/2024 | 5,44% | 0,17 CHF | 0,18 CHF | 180 000 | 180 000 | 175 306 | 175 306 | 31 335 CHF | 33 088 CHF | 100,00% | 100,00% |
18/11/2024 | 5,57% | 0,18 CHF | 0,19 CHF | 190 000 | 190 000 | 184 823 | 184 823 | 32 295 CHF | 34 143 CHF | 100,00% | 100,00% |
15/11/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 190 000 | 190 000 | 185 049 | 185 049 | 31 508 CHF | 33 359 CHF | 100,00% | 100,00% |
14/11/2024 | 6,38% | 0,16 CHF | 0,17 CHF | 190 000 | 190 000 | 190 166 | 190 166 | 28 887 CHF | 30 789 CHF | 99,36% | 99,36% |
13/11/2024 | 5,94% | 0,16 CHF | 0,17 CHF | 190 000 | 190 000 | 185 941 | 185 941 | 30 402 CHF | 32 261 CHF | 100,00% | 100,00% |
12/11/2024 | 5,75% | 0,16 CHF | 0,17 CHF | 170 000 | 170 000 | 165 520 | 165 520 | 27 952 CHF | 29 607 CHF | 98,86% | 100,00% |
11/11/2024 | 4,68% | 0,19 CHF | 0,20 CHF | 160 000 | 160 000 | 146 511 | 146 511 | 30 573 CHF | 32 038 CHF | 99,93% | 99,93% |