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 | 5,58% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 301 239 | 301 239 | 52 563 CHF | 55 575 CHF | 100,00% | 100,00% |
19/11/2024 | 5,68% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 301 540 | 301 540 | 51 577 CHF | 54 592 CHF | 99,91% | 99,91% |
18/11/2024 | 5,30% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 287 031 | 287 031 | 52 687 CHF | 55 557 CHF | 99,90% | 99,90% |
15/11/2024 | 4,85% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 257 518 | 257 518 | 51 820 CHF | 54 396 CHF | 100,00% | 100,00% |
14/11/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 53 346 CHF | 55 846 CHF | 100,00% | 100,00% |
13/11/2024 | 4,86% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 261 | 250 261 | 50 262 CHF | 52 765 CHF | 100,00% | 100,00% |
12/11/2024 | 4,29% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 234 294 | 234 294 | 53 489 CHF | 55 832 CHF | 99,72% | 99,72% |
11/11/2024 | 4,19% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 226 736 | 226 736 | 52 983 CHF | 55 250 CHF | 99,85% | 99,85% |
08/11/2024 | 4,02% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 214 825 | 214 825 | 52 369 CHF | 54 517 CHF | 100,00% | 100,00% |
07/11/2024 | 4,11% | 0,27 CHF | 0,28 CHF | 150 000 | 150 000 | 219 689 | 219 689 | 52 288 CHF | 54 485 CHF | 84,14% | 84,14% |