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 | 4,75% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 250 777 | 250 776 | 51 565 CHF | 54 072 CHF | 100,00% | 100,00% |
19/11/2024 | 4,73% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 251 885 | 251 881 | 52 033 CHF | 54 551 CHF | 99,25% | 99,25% |
18/11/2024 | 4,29% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 235 957 | 235 957 | 53 852 CHF | 56 212 CHF | 99,88% | 99,88% |
15/11/2024 | 4,25% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 229 748 | 229 756 | 52 873 CHF | 55 173 CHF | 100,00% | 100,00% |
14/11/2024 | 4,38% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 236 776 | 236 776 | 52 810 CHF | 55 178 CHF | 100,00% | 100,00% |
13/11/2024 | 5,00% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 263 064 | 263 065 | 51 234 CHF | 53 865 CHF | 100,00% | 100,00% |
12/11/2024 | 4,60% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 248 178 | 248 178 | 52 818 CHF | 55 300 CHF | 99,67% | 99,67% |
11/11/2024 | 4,67% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 252 608 | 252 608 | 52 887 CHF | 55 413 CHF | 99,91% | 99,91% |
08/11/2024 | 4,81% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 251 023 | 251 023 | 50 968 CHF | 53 478 CHF | 100,00% | 100,00% |
07/11/2024 | 5,01% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 265 066 | 265 066 | 51 622 CHF | 54 272 CHF | 99,91% | 99,91% |