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 | 4,40% | 0,28 CHF | 0,29 CHF | 181 933 | 100 000 | 180 023 | 100 000 | 51 483 CHF | 29 882 CHF | 80,02% | 80,02% |
19/11/2024 | 5,13% | 0,26 CHF | 0,28 CHF | 182 861 | 100 000 | 177 477 | 100 000 | 50 296 CHF | 29 885 CHF | 58,63% | 58,63% |
18/11/2024 | 5,25% | 0,30 CHF | 0,31 CHF | 179 231 | 100 000 | 170 629 | 100 000 | 52 443 CHF | 32 400 CHF | 73,60% | 73,60% |
15/11/2024 | 5,18% | 0,30 CHF | 0,31 CHF | 179 858 | 100 000 | 171 392 | 100 000 | 51 841 CHF | 31 882 CHF | 71,43% | 71,43% |
14/11/2024 | 4,80% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 166 003 | 100 000 | 51 776 CHF | 32 752 CHF | 99,52% | 99,52% |
13/11/2024 | 5,24% | 0,31 CHF | 0,33 CHF | 170 000 | 100 000 | 164 346 | 99 147 | 52 103 CHF | 33 140 CHF | 99,32% | 99,32% |
12/11/2024 | 3,62% | 0,32 CHF | 0,34 CHF | 160 000 | 100 000 | 154 082 | 100 000 | 51 705 CHF | 34 809 CHF | 100,00% | 100,00% |
11/11/2024 | 3,76% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 149 611 | 100 000 | 52 337 CHF | 36 328 CHF | 100,00% | 100,00% |
08/11/2024 | 4,96% | 0,34 CHF | 0,36 CHF | 150 000 | 100 000 | 150 629 | 100 000 | 51 257 CHF | 35 763 CHF | 100,00% | 100,00% |
07/11/2024 | 4,65% | 0,35 CHF | 0,37 CHF | 150 000 | 100 000 | 148 655 | 97 408 | 51 854 CHF | 35 612 CHF | 99,13% | 99,13% |