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 | 4,46% | 0,21 CHF | 0,22 CHF | 240 000 | 100 000 | 230 494 | 100 000 | 50 552 CHF | 22 951 CHF | 100,00% | 100,00% |
19/11/2024 | 4,39% | 0,25 CHF | 0,26 CHF | 200 000 | 100 000 | 203 260 | 98 650 | 49 721 CHF | 25 161 CHF | 99,98% | 99,98% |
18/11/2024 | 4,77% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 245 924 | 100 000 | 50 374 CHF | 21 523 CHF | 100,00% | 100,00% |
15/11/2024 | 5,65% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 250 013 | 98 213 | 49 396 CHF | 20 428 CHF | 99,99% | 99,99% |
14/11/2024 | 5,41% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 265 307 | 99 348 | 50 164 CHF | 19 851 CHF | 99,26% | 99,26% |
13/11/2024 | 3,98% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 199 331 | 99 593 | 50 506 CHF | 26 257 CHF | 95,69% | 95,69% |
12/11/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 193 259 | 100 000 | 51 424 CHF | 27 630 CHF | 99,99% | 99,99% |
11/11/2024 | 3,38% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 177 272 | 100 000 | 51 525 CHF | 30 080 CHF | 99,99% | 99,99% |
08/11/2024 | 2,69% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 141 899 | 100 000 | 51 944 CHF | 37 647 CHF | 100,00% | 100,00% |
07/11/2024 | 2,96% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 152 532 | 99 697 | 51 939 CHF | 35 032 CHF | 99,99% | 99,99% |