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 | 4,15% | 0,25 CHF | 0,31 CHF | 170 454 | 50 000 | 166 001 | 50 000 | 50 477 CHF | 15 868 CHF | 14,13% | 100,00% |
19/11/2024 | 3,99% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 166 116 | 50 000 | 50 386 CHF | 15 813 CHF | 92,55% | 92,55% |
18/11/2024 | 4,17% | 0,32 CHF | 0,33 CHF | 168 702 | 50 000 | 169 297 | 50 000 | 50 495 CHF | 15 547 CHF | 60,17% | 60,17% |
15/11/2024 | 4,57% | 0,28 CHF | 0,29 CHF | 170 343 | 50 000 | 170 152 | 50 000 | 47 189 CHF | 14 515 CHF | 100,00% | 100,00% |
14/11/2024 | 4,84% | 0,32 CHF | 0,33 CHF | 168 804 | 50 000 | 170 909 | 50 000 | 43 838 CHF | 13 464 CHF | 81,77% | 81,77% |
13/11/2024 | 8,45% | 0,18 CHF | 0,20 CHF | 172 381 | 50 000 | 173 084 | 49 383 | 26 610 CHF | 8 247 CHF | 99,32% | 99,32% |
12/11/2024 | 6,56% | 0,14 CHF | 0,16 CHF | 173 264 | 50 000 | 171 844 | 50 000 | 32 015 CHF | 9 944 CHF | 100,00% | 100,00% |
11/11/2024 | 4,67% | 0,23 CHF | 0,24 CHF | 170 171 | 50 000 | 168 805 | 49 974 | 44 075 CHF | 13 672 CHF | 100,00% | 100,00% |
08/11/2024 | 4,64% | 0,26 CHF | 0,27 CHF | 167 955 | 50 000 | 167 132 | 50 000 | 47 007 CHF | 14 732 CHF | 58,63% | 58,63% |
07/11/2024 | 3,90% | 0,31 CHF | 0,33 CHF | 165 995 | 50 000 | 147 934 | 49 982 | 51 691 CHF | 18 206 CHF | 91,62% | 91,62% |