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 | 5,28% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 284 015 | 284 015 | 52 437 CHF | 55 277 CHF | 100,00% | 100,00% |
19/11/2024 | 4,45% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 242 312 | 242 307 | 53 285 CHF | 55 707 CHF | 99,89% | 99,89% |
18/11/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 286 733 | 286 730 | 53 016 CHF | 55 883 CHF | 99,91% | 99,91% |
15/11/2024 | 6,11% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 328 974 | 328 975 | 52 154 CHF | 55 444 CHF | 100,00% | 100,00% |
14/11/2024 | 5,95% | 0,15 CHF | 0,16 CHF | 300 000 | 300 000 | 314 345 | 314 346 | 51 280 CHF | 54 424 CHF | 100,00% | 100,00% |
13/11/2024 | 4,69% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 254 | 250 254 | 52 215 CHF | 54 718 CHF | 100,00% | 100,00% |
12/11/2024 | 5,82% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 311 608 | 311 609 | 51 956 CHF | 55 072 CHF | 99,66% | 99,66% |
11/11/2024 | 6,97% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 375 943 | 375 949 | 52 025 CHF | 55 785 CHF | 99,87% | 99,87% |
08/11/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 259 908 | 259 908 | 51 564 CHF | 54 163 CHF | 100,00% | 100,00% |
07/11/2024 | 4,13% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 214 948 | 214 947 | 50 897 CHF | 53 046 CHF | 99,90% | 99,90% |