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 | 5,20% | 0,25 CHF | 0,26 CHF | 181 311 | 100 000 | 180 938 | 100 000 | 45 873 CHF | 26 705 CHF | 100,00% | 100,00% |
19/11/2024 | 6,32% | 0,23 CHF | 0,25 CHF | 183 009 | 100 000 | 179 914 | 100 000 | 45 937 CHF | 27 204 CHF | 100,00% | 100,00% |
18/11/2024 | 5,28% | 0,28 CHF | 0,29 CHF | 177 652 | 100 000 | 177 874 | 100 000 | 49 004 CHF | 29 044 CHF | 100,00% | 100,00% |
15/11/2024 | 5,95% | 0,26 CHF | 0,28 CHF | 179 514 | 100 000 | 179 082 | 100 000 | 48 338 CHF | 28 650 CHF | 99,99% | 99,99% |
14/11/2024 | 5,03% | 0,29 CHF | 0,30 CHF | 177 364 | 100 000 | 178 456 | 100 000 | 50 133 CHF | 29 542 CHF | 99,52% | 99,52% |
13/11/2024 | 5,60% | 0,28 CHF | 0,30 CHF | 177 409 | 100 000 | 176 858 | 98 950 | 50 094 CHF | 29 635 CHF | 80,70% | 80,70% |
12/11/2024 | 4,76% | 0,30 CHF | 0,31 CHF | 175 326 | 100 000 | 170 059 | 100 000 | 51 687 CHF | 31 874 CHF | 77,00% | 77,00% |
11/11/2024 | 4,49% | 0,31 CHF | 0,33 CHF | 170 000 | 100 000 | 163 197 | 100 000 | 51 722 CHF | 33 161 CHF | 100,00% | 100,00% |
08/11/2024 | 4,89% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 169 957 | 100 000 | 52 485 CHF | 32 430 CHF | 100,00% | 100,00% |
07/11/2024 | 5,06% | 0,32 CHF | 0,34 CHF | 160 000 | 100 000 | 162 433 | 97 408 | 51 413 CHF | 32 447 CHF | 99,13% | 99,13% |