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 | 4,84% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 255 761 | 255 760 | 51 607 CHF | 54 164 CHF | 100,00% | 100,00% |
19/11/2024 | 4,52% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 247 606 | 247 606 | 53 513 CHF | 55 990 CHF | 99,89% | 99,89% |
18/11/2024 | 5,00% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 267 602 | 267 602 | 52 177 CHF | 54 853 CHF | 99,90% | 99,90% |
15/11/2024 | 5,69% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 304 274 | 304 274 | 51 991 CHF | 55 034 CHF | 100,00% | 100,00% |
14/11/2024 | 6,36% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 344 452 | 344 452 | 52 407 CHF | 55 852 CHF | 100,00% | 100,00% |
13/11/2024 | 5,62% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 300 855 | 300 855 | 52 040 CHF | 55 048 CHF | 100,00% | 100,00% |
12/11/2024 | 7,24% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 390 998 | 390 998 | 52 090 CHF | 56 000 CHF | 99,72% | 99,72% |
11/11/2024 | 7,44% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 399 157 | 399 157 | 51 652 CHF | 55 644 CHF | 99,85% | 99,85% |
08/11/2024 | 7,68% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 414 299 | 414 299 | 51 945 CHF | 56 088 CHF | 100,00% | 100,00% |
07/11/2024 | 6,59% | 0,12 CHF | 0,13 CHF | 250 000 | 250 000 | 355 131 | 351 070 | 52 035 CHF | 55 282 CHF | 84,12% | 84,12% |