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 | 4,16% | 0,21 CHF | 0,22 CHF | 240 000 | 100 000 | 213 808 | 100 000 | 50 342 CHF | 24 619 CHF | 100,00% | 100,00% |
19/11/2024 | 4,73% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 218 438 | 98 649 | 49 749 CHF | 23 508 CHF | 99,94% | 99,94% |
18/11/2024 | 3,80% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 199 798 | 100 000 | 51 633 CHF | 26 844 CHF | 100,00% | 100,00% |
15/11/2024 | 4,00% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 180 959 | 98 210 | 50 467 CHF | 28 431 CHF | 99,99% | 99,99% |
14/11/2024 | 3,87% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 191 601 | 99 347 | 50 885 CHF | 27 420 CHF | 99,25% | 99,25% |
13/11/2024 | 3,75% | 0,25 CHF | 0,26 CHF | 200 000 | 100 000 | 186 512 | 99 535 | 50 427 CHF | 27 963 CHF | 83,74% | 83,74% |
12/11/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 195 273 | 100 000 | 51 277 CHF | 27 281 CHF | 100,00% | 100,00% |
11/11/2024 | 3,55% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 185 250 | 100 000 | 51 294 CHF | 28 715 CHF | 99,99% | 99,99% |
08/11/2024 | 3,33% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 175 500 | 100 000 | 51 758 CHF | 30 510 CHF | 100,00% | 100,00% |
07/11/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 157 475 | 99 697 | 52 026 CHF | 33 950 CHF | 99,99% | 99,99% |