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 | 5,73% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 304 098 | 304 098 | 51 591 CHF | 54 632 CHF | 100,00% | 100,00% |
19/11/2024 | 5,00% | 0,18 CHF | 0,19 CHF | 275 000 | 275 000 | 264 211 | 264 211 | 51 458 CHF | 54 101 CHF | 99,90% | 99,90% |
18/11/2024 | 5,32% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 290 613 | 290 613 | 53 123 CHF | 56 029 CHF | 99,90% | 99,90% |
15/11/2024 | 6,17% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 331 708 | 331 708 | 52 077 CHF | 55 394 CHF | 100,00% | 100,00% |
14/11/2024 | 5,48% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 293 168 | 293 168 | 51 985 CHF | 54 916 CHF | 100,00% | 100,00% |
13/11/2024 | 4,86% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 259 937 | 259 937 | 52 194 CHF | 54 793 CHF | 100,00% | 100,00% |
12/11/2024 | 5,44% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 296 056 | 296 056 | 52 967 CHF | 55 928 CHF | 99,62% | 99,62% |
11/11/2024 | 7,00% | 0,14 CHF | 0,15 CHF | 350 000 | 350 000 | 378 647 | 378 647 | 52 224 CHF | 56 010 CHF | 99,87% | 99,87% |
08/11/2024 | 6,46% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 349 495 | 349 495 | 52 389 CHF | 55 884 CHF | 100,00% | 100,00% |
07/11/2024 | 6,31% | 0,16 CHF | 0,17 CHF | 350 000 | 350 000 | 341 679 | 341 673 | 52 429 CHF | 55 845 CHF | 99,90% | 99,90% |