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 | 7,54% | 0,22 CHF | 0,26 CHF | 230 000 | 25 000 | 209 457 | 25 000 | 50 361 CHF | 6 485 CHF | 14,13% | 100,00% |
19/11/2024 | 8,07% | 0,23 CHF | 0,24 CHF | 220 000 | 25 000 | 228 766 | 25 000 | 50 561 CHF | 5 996 CHF | 99,99% | 99,99% |
18/11/2024 | 8,87% | 0,25 CHF | 0,27 CHF | 200 000 | 25 000 | 209 161 | 23 897 | 50 324 CHF | 6 278 CHF | 100,00% | 100,00% |
15/11/2024 | 6,98% | 0,24 CHF | 0,26 CHF | 210 000 | 25 000 | 201 671 | 24 970 | 50 460 CHF | 6 702 CHF | 100,00% | 100,00% |
14/11/2024 | 7,42% | 0,25 CHF | 0,27 CHF | 200 000 | 25 000 | 214 241 | 25 000 | 50 286 CHF | 6 347 CHF | 94,67% | 94,67% |
13/11/2024 | 8,20% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 242 843 | 49 418 | 50 273 CHF | 11 106 CHF | 99,25% | 99,25% |
12/11/2024 | 8,58% | 0,19 CHF | 0,21 CHF | 270 000 | 25 000 | 242 565 | 25 000 | 50 350 CHF | 5 660 CHF | 98,32% | 98,32% |
11/11/2024 | 7,36% | 0,24 CHF | 0,26 CHF | 210 000 | 25 000 | 206 374 | 25 000 | 50 281 CHF | 6 560 CHF | 100,00% | 100,00% |
08/11/2024 | 8,51% | 0,24 CHF | 0,26 CHF | 210 000 | 25 000 | 152 769 | 21 785 | 38 639 CHF | 5 973 CHF | 97,48% | 97,48% |
07/11/2024 | 5,45% | 0,35 CHF | 0,36 CHF | 150 000 | 25 000 | 144 225 | 24 731 | 51 955 CHF | 9 443 CHF | 95,57% | 95,57% |