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 | 3,85% | 0,25 CHF | 0,27 CHF | 208 138 | 50 000 | 200 000 | 50 000 | 51 016 CHF | 13 254 CHF | 14,13% | 53,46% |
19/11/2024 | 4,06% | 0,25 CHF | 0,26 CHF | 208 258 | 50 000 | 206 090 | 50 000 | 49 776 CHF | 12 585 CHF | 55,28% | 55,28% |
18/11/2024 | 3,89% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 200 356 | 50 000 | 50 491 CHF | 13 101 CHF | 45,00% | 45,00% |
15/11/2024 | 3,63% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 189 771 | 50 000 | 51 259 CHF | 14 012 CHF | 100,00% | 100,00% |
14/11/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 180 471 | 50 000 | 50 885 CHF | 14 599 CHF | 99,44% | 99,44% |
13/11/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 178 690 | 49 878 | 50 980 CHF | 14 744 CHF | 94,79% | 94,79% |
12/11/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 164 316 | 50 000 | 52 007 CHF | 16 335 CHF | 100,00% | 100,00% |
11/11/2024 | 2,93% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 153 612 | 50 000 | 51 703 CHF | 17 338 CHF | 94,79% | 94,79% |
08/11/2024 | 2,95% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 155 996 | 50 000 | 52 032 CHF | 17 205 CHF | 100,00% | 100,00% |
07/11/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 140 226 | 48 444 | 51 107 CHF | 18 150 CHF | 99,06% | 99,06% |