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 | 5,53% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 298 512 | 298 512 | 52 563 CHF | 55 548 CHF | 100,00% | 100,00% |
19/11/2024 | 5,51% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 297 814 | 297 812 | 52 549 CHF | 55 527 CHF | 96,70% | 96,70% |
18/11/2024 | 5,06% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 268 391 | 268 391 | 51 679 CHF | 54 363 CHF | 99,90% | 99,90% |
15/11/2024 | 5,04% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 265 593 | 265 593 | 51 387 CHF | 54 043 CHF | 100,00% | 100,00% |
14/11/2024 | 5,21% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 281 274 | 281 274 | 52 523 CHF | 55 336 CHF | 100,00% | 100,00% |
13/11/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 306 169 | 306 169 | 51 429 CHF | 54 491 CHF | 100,00% | 100,00% |
12/11/2024 | 5,37% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 292 127 | 292 127 | 52 996 CHF | 55 917 CHF | 99,67% | 99,67% |
11/11/2024 | 5,42% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 294 784 | 294 784 | 52 985 CHF | 55 932 CHF | 99,89% | 99,89% |
08/11/2024 | 5,59% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 511 | 300 511 | 52 302 CHF | 55 308 CHF | 100,00% | 100,00% |
07/11/2024 | 5,83% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 309 555 | 309 555 | 51 521 CHF | 54 616 CHF | 99,91% | 99,91% |