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 | 3,47% | 0,28 CHF | 0,30 CHF | 170 000 | 170 000 | 166 399 | 166 399 | 47 181 CHF | 48 845 CHF | 100,00% | 100,00% |
19/11/2024 | 3,59% | 0,28 CHF | 0,28 CHF | 180 000 | 180 000 | 175 306 | 175 306 | 48 015 CHF | 49 768 CHF | 100,00% | 100,00% |
18/11/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 190 000 | 190 000 | 185 053 | 185 053 | 48 618 CHF | 50 469 CHF | 100,00% | 100,00% |
15/11/2024 | 4,06% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 194 788 | 194 788 | 47 131 CHF | 49 078 CHF | 100,00% | 100,00% |
14/11/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 200 000 | 200 000 | 194 755 | 194 755 | 42 966 CHF | 44 914 CHF | 99,36% | 99,36% |
13/11/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 200 000 | 200 000 | 194 792 | 194 792 | 45 745 CHF | 47 693 CHF | 100,00% | 100,00% |
12/11/2024 | 4,17% | 0,22 CHF | 0,23 CHF | 190 000 | 190 000 | 186 374 | 186 374 | 43 745 CHF | 45 609 CHF | 68,32% | 100,00% |
11/11/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 170 000 | 170 000 | 165 567 | 165 567 | 46 155 CHF | 47 811 CHF | 99,93% | 99,93% |
08/11/2024 | 3,09% | 0,30 CHF | 0,31 CHF | 150 000 | 150 000 | 138 067 | 138 067 | 43 987 CHF | 45 368 CHF | 100,00% | 100,00% |
07/11/2024 | 2,44% | 0,42 CHF | 0,43 CHF | 150 000 | 150 000 | 146 033 | 146 033 | 59 058 CHF | 60 518 CHF | 98,53% | 98,53% |