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 | 3,80% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 196 148 | 75 000 | 51 565 CHF | 20 494 CHF | 100,00% | 100,00% |
19/11/2024 | 4,24% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 213 953 | 75 000 | 50 478 CHF | 18 487 CHF | 97,59% | 97,59% |
18/11/2024 | 5,13% | 0,24 CHF | 0,25 CHF | 210 000 | 75 000 | 213 791 | 63 966 | 50 557 CHF | 15 694 CHF | 99,94% | 99,94% |
15/11/2024 | 3,11% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 147 075 | 50 000 | 51 854 CHF | 18 461 CHF | 78,43% | 78,43% |
14/11/2024 | 2,28% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 108 772 | 50 000 | 52 222 CHF | 24 571 CHF | 99,44% | 99,44% |
13/11/2024 | 2,42% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 114 806 | 49 818 | 52 395 CHF | 23 317 CHF | 98,88% | 98,88% |
12/11/2024 | 2,18% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 106 075 | 50 000 | 52 113 CHF | 25 144 CHF | 87,66% | 87,66% |
11/11/2024 | 2,26% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 632 | 50 000 | 52 711 CHF | 24 375 CHF | 98,45% | 98,45% |
08/11/2024 | 2,42% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 119 343 | 50 000 | 52 288 CHF | 22 461 CHF | 100,00% | 100,00% |
07/11/2024 | 2,65% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 123 028 | 72 384 | 52 513 CHF | 31 931 CHF | 98,36% | 98,36% |