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 | 7,91% | 0,28 CHF | 0,29 CHF | 159 827 | 75 000 | 156 468 | 75 000 | 45 766 CHF | 23 782 CHF | 100,00% | 100,00% |
19/11/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 183 254 | 75 000 | 173 385 | 73 453 | 38 251 CHF | 17 016 CHF | 100,00% | 100,00% |
18/11/2024 | 5,10% | 0,23 CHF | 0,24 CHF | 177 165 | 75 000 | 168 969 | 63 973 | 43 598 CHF | 16 898 CHF | 100,00% | 100,00% |
15/11/2024 | 4,14% | 0,29 CHF | 0,30 CHF | 161 984 | 75 000 | 167 757 | 75 000 | 44 994 CHF | 21 057 CHF | 100,00% | 100,00% |
14/11/2024 | 4,13% | 0,25 CHF | 0,26 CHF | 174 555 | 75 000 | 177 529 | 75 000 | 42 171 CHF | 18 602 CHF | 99,52% | 99,52% |
13/11/2024 | 5,74% | 0,17 CHF | 0,18 CHF | 206 944 | 75 000 | 211 068 | 74 146 | 35 850 CHF | 13 337 CHF | 99,32% | 99,32% |
12/11/2024 | 4,60% | 0,17 CHF | 0,18 CHF | 204 563 | 75 000 | 187 696 | 75 000 | 39 933 CHF | 16 721 CHF | 100,00% | 100,00% |
11/11/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 175 800 | 75 000 | 181 507 | 75 000 | 42 841 CHF | 18 460 CHF | 100,00% | 100,00% |
08/11/2024 | 4,51% | 0,21 CHF | 0,22 CHF | 191 403 | 75 000 | 190 507 | 75 000 | 41 327 CHF | 17 022 CHF | 100,00% | 100,00% |
07/11/2024 | 4,16% | 0,24 CHF | 0,25 CHF | 182 266 | 75 000 | 181 638 | 72 406 | 43 870 CHF | 18 323 CHF | 99,12% | 99,12% |