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 | 4,40% | 0,23 CHF | 0,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 111 210 CHF | 116 210 CHF | 100,00% | 100,00% |
19/11/2024 | - | 0,22 CHF | 0,23 CHF | 200 000 | 200 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
18/11/2024 | - | 0,21 CHF | 0,23 CHF | 250 000 | 250 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
15/11/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 107 908 CHF | 112 908 CHF | 100,00% | 100,00% |
14/11/2024 | 4,63% | 0,20 CHF | 0,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 105 559 CHF | 110 559 CHF | 99,44% | 99,44% |
13/11/2024 | 4,52% | 0,21 CHF | 0,22 CHF | 500 000 | 500 000 | 495 550 | 495 550 | 107 185 CHF | 112 140 CHF | 98,88% | 98,88% |
12/11/2024 | 4,67% | 0,21 CHF | 0,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 104 695 CHF | 109 695 CHF | 100,00% | 100,00% |
11/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 100 000 CHF | 105 000 CHF | 100,00% | 100,00% |
08/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 100 064 CHF | 105 064 CHF | 100,00% | 100,00% |
07/11/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 99 932 CHF | 104 932 CHF | 78,35% | 78,35% |