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 | 3,98% | 0,25 CHF | 0,26 CHF | 170 000 | 170 000 | 166 395 | 166 395 | 40 950 CHF | 42 614 CHF | 100,00% | 100,00% |
19/11/2024 | 4,12% | 0,24 CHF | 0,25 CHF | 180 000 | 180 000 | 175 306 | 175 306 | 41 638 CHF | 43 391 CHF | 100,00% | 100,00% |
18/11/2024 | 4,34% | 0,23 CHF | 0,24 CHF | 190 000 | 190 000 | 185 053 | 185 053 | 41 668 CHF | 43 518 CHF | 100,00% | 100,00% |
15/11/2024 | 4,77% | 0,21 CHF | 0,22 CHF | 210 000 | 210 000 | 200 300 | 200 300 | 41 020 CHF | 43 023 CHF | 100,00% | 100,00% |
14/11/2024 | 5,30% | 0,19 CHF | 0,20 CHF | 200 000 | 200 000 | 196 988 | 196 988 | 36 248 CHF | 38 218 CHF | 99,41% | 99,41% |
13/11/2024 | 4,93% | 0,19 CHF | 0,20 CHF | 200 000 | 200 000 | 194 792 | 194 792 | 38 556 CHF | 40 504 CHF | 100,00% | 100,00% |
12/11/2024 | 4,94% | 0,19 CHF | 0,20 CHF | 180 000 | 180 000 | 178 392 | 178 392 | 35 221 CHF | 37 005 CHF | 68,32% | 100,00% |
11/11/2024 | 4,09% | 0,23 CHF | 0,24 CHF | 170 000 | 170 000 | 165 567 | 165 567 | 39 700 CHF | 41 356 CHF | 99,93% | 99,93% |
08/11/2024 | 3,52% | 0,26 CHF | 0,27 CHF | 140 000 | 140 000 | 136 184 | 136 184 | 38 118 CHF | 39 480 CHF | 100,00% | 100,00% |
07/11/2024 | 2,70% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 146 033 | 146 033 | 53 499 CHF | 54 959 CHF | 98,53% | 98,53% |