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 | 4,60% | 0,21 CHF | 0,22 CHF | 240 000 | 100 000 | 237 345 | 100 000 | 50 448 CHF | 22 266 CHF | 100,00% | 100,00% |
19/11/2024 | 4,96% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 230 619 | 98 650 | 49 717 CHF | 22 283 CHF | 100,00% | 100,00% |
18/11/2024 | 4,83% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 248 057 | 100 000 | 50 147 CHF | 21 231 CHF | 100,00% | 100,00% |
15/11/2024 | 5,77% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 266 848 | 98 303 | 50 117 CHF | 19 465 CHF | 100,00% | 100,00% |
14/11/2024 | 6,13% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 307 383 | 99 349 | 50 693 CHF | 17 403 CHF | 99,28% | 99,28% |
13/11/2024 | 5,57% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 277 764 | 99 422 | 50 306 CHF | 19 020 CHF | 97,20% | 97,20% |
12/11/2024 | 5,09% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 265 528 | 100 000 | 50 878 CHF | 20 181 CHF | 100,00% | 100,00% |
11/11/2024 | 4,25% | 0,21 CHF | 0,22 CHF | 240 000 | 100 000 | 219 751 | 100 000 | 50 557 CHF | 24 025 CHF | 100,00% | 100,00% |
08/11/2024 | 4,11% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 211 323 | 100 000 | 50 376 CHF | 24 868 CHF | 100,00% | 100,00% |
07/11/2024 | 4,15% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 209 363 | 99 694 | 50 363 CHF | 25 023 CHF | 100,00% | 100,00% |