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 | 6,40% | 0,19 CHF | 0,21 CHF | 181 393 | 100 000 | 181 024 | 100 000 | 35 304 CHF | 20 790 CHF | 100,00% | 100,00% |
19/11/2024 | 6,74% | 0,17 CHF | 0,19 CHF | 182 861 | 100 000 | 179 911 | 100 000 | 35 900 CHF | 21 347 CHF | 100,00% | 100,00% |
18/11/2024 | 6,51% | 0,22 CHF | 0,23 CHF | 177 355 | 100 000 | 177 809 | 100 000 | 38 765 CHF | 23 275 CHF | 100,00% | 100,00% |
15/11/2024 | 6,91% | 0,21 CHF | 0,22 CHF | 179 414 | 100 000 | 179 059 | 100 000 | 37 968 CHF | 22 728 CHF | 99,99% | 99,99% |
14/11/2024 | 6,74% | 0,23 CHF | 0,25 CHF | 177 263 | 100 000 | 178 495 | 100 000 | 39 722 CHF | 23 814 CHF | 99,52% | 99,52% |
13/11/2024 | 7,10% | 0,22 CHF | 0,24 CHF | 177 627 | 100 000 | 176 485 | 99 147 | 40 232 CHF | 24 263 CHF | 99,32% | 99,32% |
12/11/2024 | 4,78% | 0,23 CHF | 0,25 CHF | 175 697 | 100 000 | 174 475 | 100 000 | 42 966 CHF | 25 832 CHF | 100,00% | 100,00% |
11/11/2024 | 4,58% | 0,26 CHF | 0,27 CHF | 173 023 | 100 000 | 172 337 | 100 000 | 44 986 CHF | 27 328 CHF | 100,00% | 100,00% |
08/11/2024 | 6,03% | 0,25 CHF | 0,27 CHF | 171 838 | 100 000 | 171 797 | 100 000 | 43 321 CHF | 26 784 CHF | 100,00% | 100,00% |
07/11/2024 | 6,20% | 0,26 CHF | 0,28 CHF | 170 367 | 100 000 | 171 549 | 97 408 | 44 495 CHF | 26 884 CHF | 99,13% | 99,13% |