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 | 5,16% | 0,25 CHF | 0,27 CHF | 181 311 | 100 000 | 180 887 | 100 000 | 46 476 CHF | 27 056 CHF | 100,00% | 100,00% |
19/11/2024 | 4,98% | 0,24 CHF | 0,25 CHF | 183 009 | 100 000 | 179 888 | 100 000 | 47 087 CHF | 27 529 CHF | 100,00% | 100,00% |
18/11/2024 | 5,13% | 0,28 CHF | 0,30 CHF | 177 454 | 100 000 | 177 909 | 100 000 | 49 844 CHF | 29 493 CHF | 100,00% | 100,00% |
15/11/2024 | 4,93% | 0,27 CHF | 0,28 CHF | 179 514 | 100 000 | 179 057 | 100 000 | 49 382 CHF | 28 974 CHF | 99,99% | 99,99% |
14/11/2024 | 5,42% | 0,29 CHF | 0,31 CHF | 177 540 | 100 000 | 178 605 | 100 000 | 50 663 CHF | 29 954 CHF | 95,54% | 95,54% |
13/11/2024 | 4,85% | 0,29 CHF | 0,30 CHF | 177 290 | 100 000 | 176 091 | 98 092 | 50 630 CHF | 29 596 CHF | 44,40% | 44,40% |
12/11/2024 | 4,89% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 170 000 | 100 000 | 52 207 CHF | 32 251 CHF | 100,00% | 100,00% |
11/11/2024 | 4,38% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 160 000 | 100 000 | 51 446 CHF | 33 594 CHF | 100,00% | 100,00% |
08/11/2024 | 4,67% | 0,31 CHF | 0,33 CHF | 170 000 | 100 000 | 166 283 | 100 000 | 52 130 CHF | 32 862 CHF | 100,00% | 100,00% |
07/11/2024 | 4,63% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 162 080 | 97 408 | 52 132 CHF | 32 832 CHF | 99,13% | 99,13% |