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% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 196 | 250 196 | 50 744 CHF | 53 246 CHF | 100,00% | 100,00% |
19/11/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 284 429 | 284 429 | 52 947 CHF | 55 791 CHF | 99,74% | 99,74% |
18/11/2024 | 4,97% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 261 826 | 261 826 | 51 318 CHF | 53 937 CHF | 99,88% | 99,88% |
15/11/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 258 410 | 258 410 | 50 629 CHF | 53 214 CHF | 100,00% | 100,00% |
14/11/2024 | 5,18% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 279 513 | 279 513 | 52 486 CHF | 55 281 CHF | 100,00% | 100,00% |
13/11/2024 | 5,20% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 275 963 | 275 963 | 51 646 CHF | 54 406 CHF | 100,00% | 100,00% |
12/11/2024 | 4,61% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 249 809 | 249 809 | 52 955 CHF | 55 453 CHF | 99,69% | 99,69% |
11/11/2024 | 4,30% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 232 500 | 232 500 | 52 923 CHF | 55 248 CHF | 99,84% | 99,84% |
08/11/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 237 630 | 237 628 | 53 589 CHF | 55 965 CHF | 100,00% | 100,00% |
07/11/2024 | 4,00% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 212 122 | 212 122 | 51 936 CHF | 54 057 CHF | 99,82% | 99,82% |