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 | 11,73% | 0,25 CHF | 0,28 CHF | 209 089 | 50 000 | 192 494 | 49 664 | 50 251 CHF | 14 600 CHF | 80,76% | 80,76% |
19/11/2024 | 7,51% | 0,27 CHF | 0,29 CHF | 190 000 | 50 000 | 189 440 | 50 000 | 51 101 CHF | 14 562 CHF | 100,00% | 100,00% |
18/11/2024 | 9,23% | 0,26 CHF | 0,28 CHF | 200 000 | 50 000 | 206 634 | 43 362 | 50 327 CHF | 11 525 CHF | 99,69% | 99,69% |
15/11/2024 | 6,27% | 0,23 CHF | 0,25 CHF | 228 948 | 50 000 | 230 407 | 50 000 | 50 135 CHF | 11 607 CHF | 33,83% | 33,83% |
14/11/2024 | 7,88% | 0,25 CHF | 0,27 CHF | 200 000 | 50 000 | 216 758 | 50 000 | 50 474 CHF | 12 625 CHF | 81,05% | 81,05% |
13/11/2024 | 6,13% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 222 899 | 49 579 | 50 283 CHF | 11 965 CHF | 60,85% | 60,85% |
12/11/2024 | 7,01% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 177 966 | 50 000 | 51 644 CHF | 15 569 CHF | 99,38% | 99,38% |
11/11/2024 | 5,69% | 0,35 CHF | 0,37 CHF | 150 000 | 50 000 | 142 065 | 50 000 | 51 402 CHF | 19 165 CHF | 100,00% | 100,00% |
08/11/2024 | 5,66% | 0,37 CHF | 0,39 CHF | 140 000 | 50 000 | 140 000 | 50 000 | 51 909 CHF | 19 619 CHF | 100,00% | 100,00% |
07/11/2024 | 5,52% | 0,37 CHF | 0,40 CHF | 140 000 | 50 000 | 124 508 | 47 945 | 49 294 CHF | 20 064 CHF | 99,06% | 99,06% |