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 | 5,56% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 290 593 | 100 000 | 50 819 CHF | 18 513 CHF | 100,00% | 100,00% |
19/11/2024 | 5,86% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 276 705 | 98 650 | 49 936 CHF | 18 824 CHF | 100,00% | 100,00% |
18/11/2024 | 5,92% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 311 792 | 100 000 | 51 094 CHF | 17 410 CHF | 100,00% | 100,00% |
15/11/2024 | 7,22% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 332 411 | 98 303 | 49 981 CHF | 15 788 CHF | 100,00% | 100,00% |
14/11/2024 | 7,82% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 389 082 | 99 349 | 50 229 CHF | 13 844 CHF | 99,28% | 99,28% |
13/11/2024 | 6,92% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 344 454 | 99 335 | 50 440 CHF | 15 572 CHF | 84,51% | 84,51% |
12/11/2024 | 6,27% | 0,14 CHF | 0,15 CHF | 360 000 | 100 000 | 330 731 | 100 000 | 51 074 CHF | 16 463 CHF | 100,00% | 100,00% |
11/11/2024 | 5,06% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 264 355 | 100 000 | 50 873 CHF | 20 275 CHF | 100,00% | 100,00% |
08/11/2024 | 4,84% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 249 789 | 100 000 | 50 363 CHF | 21 191 CHF | 100,00% | 100,00% |
07/11/2024 | 4,87% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 245 998 | 99 694 | 50 237 CHF | 21 412 CHF | 100,00% | 100,00% |