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 | 9,24% | 0,27 CHF | 0,30 CHF | 131 639 | 50 000 | 128 392 | 50 000 | 37 556 CHF | 16 049 CHF | 100,00% | 100,00% |
19/11/2024 | 6,42% | 0,30 CHF | 0,32 CHF | 129 196 | 50 000 | 128 481 | 50 000 | 38 159 CHF | 15 844 CHF | 99,37% | 99,37% |
18/11/2024 | 6,94% | 0,31 CHF | 0,33 CHF | 127 513 | 50 000 | 130 589 | 44 487 | 37 319 CHF | 13 662 CHF | 100,00% | 100,00% |
15/11/2024 | 6,95% | 0,26 CHF | 0,28 CHF | 136 504 | 50 000 | 136 090 | 50 000 | 35 278 CHF | 13 895 CHF | 100,00% | 100,00% |
14/11/2024 | 6,87% | 0,27 CHF | 0,29 CHF | 135 491 | 50 000 | 134 606 | 50 000 | 36 641 CHF | 14 580 CHF | 99,52% | 99,52% |
13/11/2024 | 7,20% | 0,26 CHF | 0,28 CHF | 137 691 | 50 000 | 133 847 | 49 704 | 36 294 CHF | 14 492 CHF | 99,32% | 99,32% |
12/11/2024 | 5,91% | 0,31 CHF | 0,33 CHF | 127 116 | 50 000 | 125 984 | 50 000 | 41 111 CHF | 17 310 CHF | 100,00% | 100,00% |
11/11/2024 | 5,64% | 0,35 CHF | 0,37 CHF | 123 877 | 50 000 | 123 993 | 50 000 | 42 669 CHF | 18 207 CHF | 100,00% | 100,00% |
08/11/2024 | 5,66% | 0,33 CHF | 0,35 CHF | 124 475 | 50 000 | 129 328 | 50 000 | 39 274 CHF | 16 084 CHF | 100,00% | 100,00% |
07/11/2024 | 6,57% | 0,29 CHF | 0,31 CHF | 131 168 | 50 000 | 131 062 | 48 703 | 39 119 CHF | 15 523 CHF | 99,13% | 99,13% |