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 | 7,35% | 0,17 CHF | 0,19 CHF | 181 351 | 100 000 | 180 964 | 100 000 | 31 514 CHF | 18 740 CHF | 100,00% | 100,00% |
19/11/2024 | 8,84% | 0,15 CHF | 0,17 CHF | 183 009 | 100 000 | 179 918 | 100 000 | 31 656 CHF | 19 216 CHF | 100,00% | 100,00% |
18/11/2024 | 7,37% | 0,20 CHF | 0,21 CHF | 177 573 | 100 000 | 177 848 | 100 000 | 34 831 CHF | 21 084 CHF | 100,00% | 100,00% |
15/11/2024 | 7,93% | 0,19 CHF | 0,20 CHF | 179 172 | 100 000 | 179 091 | 100 000 | 34 178 CHF | 20 665 CHF | 99,99% | 99,99% |
14/11/2024 | 6,95% | 0,21 CHF | 0,22 CHF | 177 185 | 100 000 | 178 491 | 100 000 | 35 920 CHF | 21 570 CHF | 99,52% | 99,52% |
13/11/2024 | 7,31% | 0,20 CHF | 0,22 CHF | 177 409 | 100 000 | 176 489 | 99 147 | 36 418 CHF | 22 006 CHF | 99,32% | 99,32% |
12/11/2024 | 5,54% | 0,21 CHF | 0,23 CHF | 175 599 | 100 000 | 174 509 | 100 000 | 39 191 CHF | 23 734 CHF | 100,00% | 100,00% |
11/11/2024 | 5,19% | 0,23 CHF | 0,25 CHF | 172 944 | 100 000 | 172 390 | 100 000 | 41 197 CHF | 25 170 CHF | 100,00% | 100,00% |
08/11/2024 | 6,48% | 0,23 CHF | 0,24 CHF | 172 174 | 100 000 | 171 866 | 100 000 | 39 449 CHF | 24 492 CHF | 100,00% | 100,00% |
07/11/2024 | 6,59% | 0,24 CHF | 0,26 CHF | 170 143 | 100 000 | 171 514 | 97 408 | 40 707 CHF | 24 697 CHF | 99,13% | 99,13% |