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 | 5,31% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 287 901 | 287 901 | 52 791 CHF | 55 670 CHF | 100,00% | 100,00% |
19/11/2024 | 5,68% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 301 484 | 301 481 | 51 598 CHF | 54 612 CHF | 99,86% | 99,86% |
18/11/2024 | 5,13% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 274 760 | 274 760 | 52 140 CHF | 54 888 CHF | 99,90% | 99,90% |
15/11/2024 | 4,48% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 245 297 | 245 297 | 53 510 CHF | 55 963 CHF | 100,00% | 100,00% |
14/11/2024 | 4,46% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 250 938 | 250 938 | 55 011 CHF | 57 521 CHF | 99,98% | 99,98% |
13/11/2024 | 5,18% | 0,20 CHF | 0,21 CHF | 300 000 | 300 000 | 281 131 | 281 129 | 52 841 CHF | 55 652 CHF | 100,00% | 100,00% |
12/11/2024 | 4,56% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 247 204 | 247 204 | 52 996 CHF | 55 468 CHF | 99,70% | 99,70% |
11/11/2024 | 4,00% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 213 851 | 213 851 | 52 333 CHF | 54 471 CHF | 99,91% | 99,91% |
08/11/2024 | 4,76% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 251 814 | 251 814 | 51 692 CHF | 54 211 CHF | 100,00% | 100,00% |
07/11/2024 | 5,17% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 278 962 | 278 962 | 52 506 CHF | 55 295 CHF | 99,81% | 99,81% |