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 | 8,13% | 0,17 CHF | 0,18 CHF | 181 311 | 100 000 | 180 902 | 100 000 | 31 183 CHF | 18 695 CHF | 100,00% | 100,00% |
19/11/2024 | 9,12% | 0,15 CHF | 0,17 CHF | 183 009 | 100 000 | 179 914 | 100 000 | 31 544 CHF | 19 204 CHF | 100,00% | 100,00% |
18/11/2024 | 7,36% | 0,20 CHF | 0,21 CHF | 177 652 | 100 000 | 177 874 | 100 000 | 34 774 CHF | 21 044 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 | 6,98% | 0,21 CHF | 0,22 CHF | 177 364 | 100 000 | 178 456 | 100 000 | 35 857 CHF | 21 542 CHF | 99,52% | 99,52% |
13/11/2024 | 7,49% | 0,20 CHF | 0,22 CHF | 177 409 | 100 000 | 176 553 | 99 147 | 36 369 CHF | 22 006 CHF | 99,32% | 99,32% |
12/11/2024 | 6,18% | 0,21 CHF | 0,23 CHF | 175 464 | 100 000 | 174 496 | 100 000 | 38 913 CHF | 23 721 CHF | 100,00% | 100,00% |
11/11/2024 | 6,00% | 0,23 CHF | 0,25 CHF | 172 944 | 100 000 | 172 360 | 100 000 | 40 859 CHF | 25 170 CHF | 100,00% | 100,00% |
08/11/2024 | 6,79% | 0,23 CHF | 0,24 CHF | 172 174 | 100 000 | 171 911 | 100 000 | 39 336 CHF | 24 492 CHF | 100,00% | 100,00% |
07/11/2024 | 6,88% | 0,24 CHF | 0,26 CHF | 170 048 | 100 000 | 171 680 | 97 408 | 40 629 CHF | 24 697 CHF | 99,13% | 99,13% |