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 | 8,25% | 0,20 CHF | 0,21 CHF | 181 579 | 100 000 | 180 895 | 100 000 | 36 001 CHF | 21 615 CHF | 100,00% | 100,00% |
19/11/2024 | 7,77% | 0,18 CHF | 0,19 CHF | 183 113 | 100 000 | 179 817 | 100 000 | 36 676 CHF | 22 057 CHF | 100,00% | 100,00% |
18/11/2024 | 6,73% | 0,22 CHF | 0,24 CHF | 177 513 | 100 000 | 177 880 | 100 000 | 39 736 CHF | 23 892 CHF | 100,00% | 100,00% |
15/11/2024 | 6,74% | 0,21 CHF | 0,23 CHF | 179 212 | 100 000 | 179 110 | 100 000 | 39 065 CHF | 23 335 CHF | 99,99% | 99,99% |
14/11/2024 | 6,07% | 0,24 CHF | 0,25 CHF | 177 263 | 100 000 | 178 510 | 100 000 | 40 835 CHF | 24 307 CHF | 99,52% | 99,52% |
13/11/2024 | 6,02% | 0,23 CHF | 0,24 CHF | 177 726 | 100 000 | 176 530 | 99 147 | 41 453 CHF | 24 724 CHF | 99,32% | 99,32% |
12/11/2024 | 7,06% | 0,24 CHF | 0,26 CHF | 175 231 | 100 000 | 174 366 | 100 000 | 43 373 CHF | 26 697 CHF | 100,00% | 100,00% |
11/11/2024 | 6,25% | 0,26 CHF | 0,28 CHF | 172 657 | 100 000 | 172 339 | 100 000 | 45 538 CHF | 28 127 CHF | 100,00% | 100,00% |
08/11/2024 | 5,52% | 0,26 CHF | 0,27 CHF | 172 010 | 100 000 | 171 841 | 100 000 | 44 337 CHF | 27 268 CHF | 100,00% | 100,00% |
07/11/2024 | 5,62% | 0,27 CHF | 0,29 CHF | 170 442 | 100 000 | 171 567 | 97 408 | 45 561 CHF | 27 359 CHF | 99,13% | 99,13% |