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 | 6,93% | 0,22 CHF | 0,23 CHF | 181 456 | 100 000 | 180 939 | 100 000 | 39 906 CHF | 23 639 CHF | 100,00% | 100,00% |
19/11/2024 | 7,09% | 0,20 CHF | 0,21 CHF | 183 113 | 100 000 | 179 826 | 100 000 | 40 302 CHF | 24 073 CHF | 100,00% | 100,00% |
18/11/2024 | 5,84% | 0,24 CHF | 0,26 CHF | 177 592 | 100 000 | 177 867 | 100 000 | 43 512 CHF | 25 933 CHF | 100,00% | 100,00% |
15/11/2024 | 6,42% | 0,23 CHF | 0,25 CHF | 179 353 | 100 000 | 179 061 | 100 000 | 42 841 CHF | 25 516 CHF | 99,99% | 99,99% |
14/11/2024 | 5,71% | 0,26 CHF | 0,27 CHF | 177 380 | 100 000 | 178 542 | 100 000 | 44 543 CHF | 26 414 CHF | 99,52% | 99,52% |
13/11/2024 | 5,84% | 0,25 CHF | 0,27 CHF | 177 290 | 100 000 | 176 535 | 99 147 | 45 042 CHF | 26 814 CHF | 99,32% | 99,32% |
12/11/2024 | 5,91% | 0,26 CHF | 0,28 CHF | 175 328 | 100 000 | 174 393 | 100 000 | 47 175 CHF | 28 698 CHF | 100,00% | 100,00% |
11/11/2024 | 5,67% | 0,28 CHF | 0,30 CHF | 172 661 | 100 000 | 172 192 | 100 000 | 49 376 CHF | 30 350 CHF | 32,83% | 32,83% |
08/11/2024 | 5,16% | 0,28 CHF | 0,29 CHF | 171 988 | 100 000 | 171 841 | 100 000 | 47 789 CHF | 29 286 CHF | 100,00% | 100,00% |
07/11/2024 | 5,59% | 0,29 CHF | 0,31 CHF | 170 612 | 100 000 | 171 570 | 97 408 | 49 053 CHF | 29 449 CHF | 99,13% | 99,13% |