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 | 5,24% | 0,17 CHF | 0,18 CHF | 201 571 | 50 000 | 200 107 | 50 000 | 37 283 CHF | 9 819 CHF | 100,00% | 100,00% |
19/11/2024 | 5,49% | 0,19 CHF | 0,20 CHF | 199 547 | 50 000 | 200 503 | 50 000 | 35 689 CHF | 9 403 CHF | 100,00% | 100,00% |
18/11/2024 | 4,39% | 0,21 CHF | 0,22 CHF | 198 143 | 50 000 | 197 581 | 50 000 | 44 127 CHF | 11 669 CHF | 100,00% | 100,00% |
15/11/2024 | 3,87% | 0,27 CHF | 0,28 CHF | 194 261 | 50 000 | 195 293 | 50 000 | 49 472 CHF | 13 167 CHF | 20,07% | 20,07% |
14/11/2024 | 4,39% | 0,27 CHF | 0,28 CHF | 194 308 | 50 000 | 197 641 | 50 000 | 44 602 CHF | 11 802 CHF | 97,69% | 97,69% |
13/11/2024 | 4,67% | 0,20 CHF | 0,21 CHF | 199 458 | 50 000 | 197 943 | 49 519 | 41 473 CHF | 10 873 CHF | 98,88% | 98,88% |
12/11/2024 | 4,21% | 0,20 CHF | 0,21 CHF | 198 403 | 50 000 | 195 783 | 50 000 | 45 623 CHF | 12 153 CHF | 100,00% | 100,00% |
11/11/2024 | 3,06% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 161 386 | 50 000 | 51 853 CHF | 16 593 CHF | 100,00% | 100,00% |
08/11/2024 | 3,00% | 0,31 CHF | 0,32 CHF | 170 000 | 25 000 | 158 191 | 25 000 | 51 933 CHF | 8 483 CHF | 100,00% | 100,00% |
07/11/2024 | 2,22% | 0,43 CHF | 0,44 CHF | 120 000 | 25 000 | 116 558 | 24 740 | 52 495 CHF | 11 400 CHF | 99,06% | 99,06% |