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 | 5,82% | 0,22 CHF | 0,24 CHF | 181 311 | 100 000 | 180 887 | 100 000 | 41 050 CHF | 24 056 CHF | 100,00% | 100,00% |
19/11/2024 | 5,61% | 0,21 CHF | 0,22 CHF | 183 009 | 100 000 | 179 888 | 100 000 | 41 691 CHF | 24 529 CHF | 100,00% | 100,00% |
18/11/2024 | 5,73% | 0,25 CHF | 0,27 CHF | 177 454 | 100 000 | 177 909 | 100 000 | 44 507 CHF | 26 493 CHF | 100,00% | 100,00% |
15/11/2024 | 5,52% | 0,24 CHF | 0,25 CHF | 179 514 | 100 000 | 179 057 | 100 000 | 44 010 CHF | 25 974 CHF | 99,99% | 99,99% |
14/11/2024 | 5,94% | 0,26 CHF | 0,28 CHF | 177 540 | 100 000 | 178 554 | 100 000 | 45 408 CHF | 26 995 CHF | 99,52% | 99,52% |
13/11/2024 | 5,65% | 0,26 CHF | 0,27 CHF | 177 290 | 100 000 | 176 561 | 99 147 | 46 012 CHF | 27 338 CHF | 99,32% | 99,32% |
12/11/2024 | 5,44% | 0,27 CHF | 0,28 CHF | 175 464 | 100 000 | 174 448 | 100 000 | 48 319 CHF | 29 251 CHF | 100,00% | 100,00% |
11/11/2024 | 4,65% | 0,29 CHF | 0,30 CHF | 172 944 | 100 000 | 171 732 | 100 000 | 50 340 CHF | 30 714 CHF | 28,27% | 28,27% |
08/11/2024 | 5,15% | 0,28 CHF | 0,30 CHF | 172 098 | 100 000 | 171 872 | 100 000 | 48 750 CHF | 29 862 CHF | 100,00% | 100,00% |
07/11/2024 | 6,07% | 0,30 CHF | 0,31 CHF | 169 973 | 100 000 | 171 950 | 95 825 | 49 352 CHF | 29 224 CHF | 61,55% | 61,55% |