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 | 4,69% | 0,21 CHF | 0,22 CHF | 170 000 | 170 000 | 165 569 | 165 569 | 34 468 CHF | 36 124 CHF | 100,00% | 100,00% |
19/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 180 000 | 180 000 | 174 964 | 174 964 | 35 014 CHF | 36 763 CHF | 100,00% | 100,00% |
18/11/2024 | 5,19% | 0,19 CHF | 0,20 CHF | 190 000 | 190 000 | 185 053 | 185 053 | 34 755 CHF | 36 605 CHF | 100,00% | 100,00% |
15/11/2024 | 5,76% | 0,17 CHF | 0,18 CHF | 210 000 | 210 000 | 204 527 | 204 527 | 34 602 CHF | 36 647 CHF | 100,00% | 100,00% |
14/11/2024 | 6,49% | 0,15 CHF | 0,16 CHF | 200 000 | 200 000 | 196 984 | 196 984 | 29 418 CHF | 31 388 CHF | 99,36% | 99,36% |
13/11/2024 | 5,94% | 0,16 CHF | 0,17 CHF | 210 000 | 210 000 | 203 583 | 203 583 | 33 280 CHF | 35 315 CHF | 100,00% | 100,00% |
12/11/2024 | 5,96% | 0,15 CHF | 0,16 CHF | 180 000 | 180 000 | 178 392 | 178 392 | 29 095 CHF | 30 879 CHF | 68,32% | 100,00% |
11/11/2024 | 4,77% | 0,19 CHF | 0,20 CHF | 170 000 | 170 000 | 156 910 | 156 910 | 32 110 CHF | 33 679 CHF | 99,93% | 99,93% |
08/11/2024 | 4,00% | 0,22 CHF | 0,23 CHF | 140 000 | 140 000 | 135 690 | 135 690 | 33 312 CHF | 34 669 CHF | 100,00% | 100,00% |
07/11/2024 | 2,95% | 0,35 CHF | 0,36 CHF | 140 000 | 140 000 | 136 867 | 136 867 | 45 723 CHF | 47 091 CHF | 98,53% | 98,53% |