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 | 7,45% | 0,11 CHF | 0,12 CHF | 201 938 | 50 000 | 200 296 | 50 000 | 26 055 CHF | 7 007 CHF | 100,00% | 100,00% |
19/11/2024 | 7,84% | 0,14 CHF | 0,15 CHF | 199 186 | 50 000 | 200 518 | 50 000 | 24 803 CHF | 6 688 CHF | 100,00% | 100,00% |
18/11/2024 | 5,82% | 0,15 CHF | 0,16 CHF | 198 408 | 50 000 | 197 441 | 50 000 | 33 025 CHF | 8 866 CHF | 100,00% | 100,00% |
15/11/2024 | 4,71% | 0,20 CHF | 0,21 CHF | 194 824 | 50 000 | 194 421 | 50 000 | 40 381 CHF | 10 886 CHF | 100,00% | 100,00% |
14/11/2024 | 5,80% | 0,21 CHF | 0,22 CHF | 194 541 | 50 000 | 197 942 | 50 000 | 33 898 CHF | 9 079 CHF | 99,44% | 99,44% |
13/11/2024 | 6,32% | 0,15 CHF | 0,16 CHF | 198 896 | 50 000 | 197 897 | 49 519 | 30 412 CHF | 8 108 CHF | 98,88% | 98,88% |
12/11/2024 | 5,55% | 0,15 CHF | 0,16 CHF | 197 846 | 50 000 | 195 934 | 50 000 | 34 412 CHF | 9 283 CHF | 100,00% | 100,00% |
11/11/2024 | 3,70% | 0,24 CHF | 0,25 CHF | 189 883 | 50 000 | 186 457 | 50 000 | 49 588 CHF | 13 806 CHF | 90,18% | 90,18% |
08/11/2024 | 3,54% | 0,25 CHF | 0,26 CHF | 187 688 | 25 000 | 179 081 | 25 000 | 49 906 CHF | 7 248 CHF | 41,38% | 41,38% |
07/11/2024 | 2,55% | 0,37 CHF | 0,38 CHF | 140 000 | 25 000 | 131 906 | 24 740 | 51 989 CHF | 10 008 CHF | 99,06% | 99,06% |