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 | 3,59% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 198 966 | 198 966 | 54 496 CHF | 56 486 CHF | 100,00% | 100,00% |
19/11/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 185 430 | 185 430 | 52 726 CHF | 54 580 CHF | 99,90% | 99,90% |
18/11/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 202 212 | 202 212 | 51 677 CHF | 53 700 CHF | 99,91% | 99,91% |
15/11/2024 | 4,08% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 221 771 | 221 771 | 53 242 CHF | 55 460 CHF | 100,00% | 100,00% |
14/11/2024 | 4,42% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 243 489 | 243 489 | 53 866 CHF | 56 300 CHF | 100,00% | 100,00% |
13/11/2024 | 4,16% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 223 705 | 223 706 | 52 648 CHF | 54 885 CHF | 100,00% | 100,00% |
12/11/2024 | 4,72% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 250 631 | 250 632 | 51 895 CHF | 54 402 CHF | 99,70% | 99,70% |
11/11/2024 | 5,60% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 299 587 | 299 587 | 52 022 CHF | 55 017 CHF | 99,85% | 99,85% |
08/11/2024 | 5,52% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 302 875 | 302 875 | 53 369 CHF | 56 398 CHF | 100,00% | 100,00% |
07/11/2024 | 6,63% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 359 850 | 359 850 | 52 440 CHF | 56 039 CHF | 99,91% | 99,91% |