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 | 8,83% | 0,22 CHF | 0,24 CHF | 230 000 | 75 000 | 223 786 | 75 000 | 50 516 CHF | 18 530 CHF | 99,98% | 99,98% |
19/11/2024 | 5,33% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 271 379 | 75 000 | 50 789 CHF | 14 871 CHF | 97,59% | 97,59% |
18/11/2024 | 6,11% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 266 068 | 63 983 | 50 756 CHF | 12 721 CHF | 99,20% | 99,20% |
15/11/2024 | 3,15% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 146 634 | 50 000 | 51 883 CHF | 18 839 CHF | 78,43% | 78,43% |
14/11/2024 | 1,88% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 89 482 | 50 000 | 52 730 CHF | 30 038 CHF | 99,44% | 99,44% |
13/11/2024 | 2,03% | 0,59 CHF | 0,61 CHF | 90 000 | 50 000 | 95 358 | 49 818 | 52 525 CHF | 28 058 CHF | 98,88% | 98,88% |
12/11/2024 | 1,81% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 86 698 | 50 000 | 52 482 CHF | 30 932 CHF | 87,66% | 87,66% |
11/11/2024 | 1,81% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 91 076 | 50 000 | 52 988 CHF | 29 645 CHF | 98,45% | 98,45% |
08/11/2024 | 2,16% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 104 362 | 50 000 | 52 336 CHF | 25 675 CHF | 100,00% | 100,00% |
07/11/2024 | 2,40% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 110 114 | 72 384 | 52 226 CHF | 35 642 CHF | 98,36% | 98,36% |