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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 6,42% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 344 636 | 344 636 | 51 955 CHF | 55 401 CHF | 98,52% | 98,52% |
22/11/2024 | 4,27% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 227 117 | 227 117 | 52 070 CHF | 54 341 CHF | 100,00% | 100,00% |
20/11/2024 | 4,10% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 219 937 | 219 937 | 52 562 CHF | 54 761 CHF | 100,00% | 100,00% |
19/11/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 201 249 | 201 249 | 53 513 CHF | 55 525 CHF | 99,89% | 99,89% |
18/11/2024 | 4,42% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 241 652 | 241 652 | 53 521 CHF | 55 937 CHF | 99,92% | 99,92% |
15/11/2024 | 4,88% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 253 618 | 253 618 | 50 673 CHF | 53 209 CHF | 100,00% | 100,00% |
14/11/2024 | 4,61% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 244 579 | 244 579 | 51 906 CHF | 54 352 CHF | 100,00% | 100,00% |
13/11/2024 | 3,62% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 199 452 | 199 452 | 54 159 CHF | 56 154 CHF | 100,00% | 100,00% |
12/11/2024 | 4,10% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 223 992 | 223 992 | 53 602 CHF | 55 842 CHF | 99,67% | 99,67% |
11/11/2024 | 5,93% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 318 658 | 318 658 | 52 194 CHF | 55 380 CHF | 99,90% | 99,90% |