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 | 4,81% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 256 775 | 256 775 | 52 148 CHF | 54 716 CHF | 100,00% | 100,00% |
19/11/2024 | 5,98% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 319 368 | 319 373 | 51 782 CHF | 54 976 CHF | 99,90% | 99,90% |
18/11/2024 | 5,12% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 275 546 | 275 546 | 52 422 CHF | 55 177 CHF | 99,90% | 99,90% |
15/11/2024 | 4,37% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 238 474 | 238 474 | 53 342 CHF | 55 727 CHF | 100,00% | 100,00% |
14/11/2024 | 3,52% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 185 434 | 185 435 | 51 766 CHF | 53 621 CHF | 100,00% | 100,00% |
13/11/2024 | 3,60% | 0,26 CHF | 0,27 CHF | 225 000 | 225 000 | 196 778 | 196 776 | 53 653 CHF | 55 621 CHF | 100,00% | 100,00% |
12/11/2024 | 2,19% | 0,32 CHF | 0,33 CHF | 150 000 | 150 000 | 122 163 | 122 163 | 55 304 CHF | 56 525 CHF | 99,67% | 99,67% |
11/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 071 | 100 071 | 52 855 CHF | 53 856 CHF | 99,90% | 99,90% |
08/11/2024 | 2,40% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 132 151 | 132 151 | 54 348 CHF | 55 670 CHF | 100,00% | 100,00% |
07/11/2024 | 2,04% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 112 191 | 112 191 | 54 413 CHF | 55 535 CHF | 99,90% | 99,90% |