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 | 4,20% | 0,22 CHF | 0,23 CHF | 180 000 | 180 000 | 180 019 | 180 019 | 41 990 CHF | 43 790 CHF | 100,00% | 100,00% |
19/11/2024 | 3,86% | 0,23 CHF | 0,24 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 40 628 CHF | 42 228 CHF | 100,00% | 100,00% |
18/11/2024 | 3,68% | 0,27 CHF | 0,28 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 42 667 CHF | 44 267 CHF | 100,00% | 100,00% |
15/11/2024 | 3,52% | 0,28 CHF | 0,28 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 44 630 CHF | 46 230 CHF | 100,00% | 100,00% |
14/11/2024 | 3,63% | 0,28 CHF | 0,29 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 43 262 CHF | 44 862 CHF | 99,36% | 99,36% |
13/11/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 43 087 CHF | 44 687 CHF | 100,00% | 100,00% |
12/11/2024 | 3,50% | 0,27 CHF | 0,28 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 42 279 CHF | 43 783 CHF | 100,00% | 100,00% |
11/11/2024 | 4,90% | 0,29 CHF | 0,31 CHF | 160 000 | 160 000 | 159 980 | 159 980 | 47 565 CHF | 49 955 CHF | 99,93% | 99,93% |
08/11/2024 | 3,59% | 0,28 CHF | 0,29 CHF | 160 000 | 160 000 | 157 587 | 157 587 | 43 412 CHF | 44 997 CHF | 100,00% | 100,00% |
07/11/2024 | 4,85% | 0,28 CHF | 0,30 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 43 831 CHF | 46 010 CHF | 100,00% | 100,00% |