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 | 5,62% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 293 488 | 100 000 | 50 773 CHF | 18 326 CHF | 93,42% | 93,42% |
19/11/2024 | 4,94% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 228 818 | 98 566 | 49 673 CHF | 22 434 CHF | 99,97% | 99,97% |
18/11/2024 | 5,45% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 285 544 | 100 000 | 50 948 CHF | 18 885 CHF | 100,00% | 100,00% |
15/11/2024 | 6,56% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 294 293 | 98 210 | 49 897 CHF | 17 677 CHF | 99,99% | 99,99% |
14/11/2024 | 6,29% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 311 384 | 99 346 | 50 544 CHF | 17 201 CHF | 99,17% | 99,17% |
13/11/2024 | 4,47% | 0,21 CHF | 0,22 CHF | 240 000 | 100 000 | 223 677 | 99 598 | 50 318 CHF | 23 439 CHF | 96,97% | 96,97% |
12/11/2024 | 4,11% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 211 375 | 100 000 | 50 394 CHF | 24 863 CHF | 99,99% | 99,99% |
11/11/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 196 277 | 100 000 | 51 501 CHF | 27 254 CHF | 99,99% | 99,99% |
08/11/2024 | 2,91% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 152 818 | 100 000 | 51 727 CHF | 34 896 CHF | 100,00% | 100,00% |
07/11/2024 | 3,22% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 163 948 | 99 697 | 51 280 CHF | 32 266 CHF | 99,99% | 99,99% |