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 | 4,66% | 0,28 CHF | 0,29 CHF | 181 912 | 100 000 | 180 056 | 100 000 | 51 332 CHF | 29 867 CHF | 78,30% | 78,30% |
19/11/2024 | 5,72% | 0,26 CHF | 0,28 CHF | 183 009 | 100 000 | 178 483 | 100 000 | 50 005 CHF | 29 708 CHF | 56,00% | 56,00% |
18/11/2024 | 4,55% | 0,30 CHF | 0,31 CHF | 179 070 | 100 000 | 170 000 | 100 000 | 52 465 CHF | 32 301 CHF | 67,68% | 67,68% |
15/11/2024 | 5,24% | 0,30 CHF | 0,31 CHF | 179 898 | 100 000 | 171 979 | 100 000 | 51 844 CHF | 31 793 CHF | 73,49% | 73,49% |
14/11/2024 | 4,50% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 166 519 | 100 000 | 51 867 CHF | 32 608 CHF | 95,38% | 95,38% |
13/11/2024 | 4,94% | 0,31 CHF | 0,33 CHF | 170 000 | 100 000 | 165 046 | 99 147 | 52 125 CHF | 32 912 CHF | 99,32% | 99,32% |
12/11/2024 | 4,18% | 0,32 CHF | 0,34 CHF | 160 000 | 100 000 | 156 401 | 100 000 | 52 058 CHF | 34 721 CHF | 100,00% | 100,00% |
11/11/2024 | 4,11% | 0,34 CHF | 0,36 CHF | 150 000 | 100 000 | 149 738 | 100 000 | 51 965 CHF | 36 161 CHF | 100,00% | 100,00% |
08/11/2024 | 4,46% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 151 225 | 100 000 | 51 227 CHF | 35 430 CHF | 100,00% | 100,00% |
07/11/2024 | 4,63% | 0,35 CHF | 0,37 CHF | 150 000 | 100 000 | 150 886 | 97 408 | 52 290 CHF | 35 370 CHF | 99,13% | 99,13% |