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 | 5,63% | 0,17 CHF | 0,18 CHF | 220 000 | 220 000 | 214 266 | 214 266 | 37 038 CHF | 39 180 CHF | 100,00% | 100,00% |
19/11/2024 | 5,78% | 0,17 CHF | 0,18 CHF | 220 000 | 220 000 | 214 263 | 214 263 | 36 024 CHF | 38 167 CHF | 100,00% | 100,00% |
18/11/2024 | 6,03% | 0,16 CHF | 0,17 CHF | 220 000 | 220 000 | 214 272 | 214 272 | 34 484 CHF | 36 627 CHF | 100,00% | 100,00% |
15/11/2024 | 6,57% | 0,15 CHF | 0,16 CHF | 230 000 | 230 000 | 219 777 | 219 777 | 32 374 CHF | 34 572 CHF | 100,00% | 100,00% |
14/11/2024 | 7,19% | 0,14 CHF | 0,15 CHF | 230 000 | 230 000 | 223 968 | 223 968 | 30 070 CHF | 32 310 CHF | 99,36% | 99,36% |
13/11/2024 | 6,76% | 0,14 CHF | 0,15 CHF | 230 000 | 230 000 | 223 065 | 223 065 | 31 898 CHF | 34 129 CHF | 100,00% | 100,00% |
12/11/2024 | 6,76% | 0,14 CHF | 0,15 CHF | 230 000 | 230 000 | 226 010 | 226 010 | 32 295 CHF | 34 555 CHF | 68,32% | 100,00% |
11/11/2024 | 5,70% | 0,16 CHF | 0,17 CHF | 220 000 | 220 000 | 214 263 | 214 263 | 36 530 CHF | 38 672 CHF | 99,93% | 99,93% |
08/11/2024 | 4,93% | 0,18 CHF | 0,19 CHF | 180 000 | 180 000 | 175 171 | 175 171 | 34 719 CHF | 36 471 CHF | 100,00% | 100,00% |
07/11/2024 | 3,71% | 0,28 CHF | 0,28 CHF | 200 000 | 200 000 | 194 710 | 194 710 | 51 620 CHF | 53 567 CHF | 98,53% | 98,53% |