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 | 3,73% | 0,25 CHF | 0,26 CHF | 201 320 | 50 000 | 195 198 | 50 000 | 51 414 CHF | 13 680 CHF | 42,44% | 42,44% |
19/11/2024 | 3,96% | 0,26 CHF | 0,27 CHF | 199 547 | 50 000 | 199 587 | 50 000 | 49 542 CHF | 12 921 CHF | 88,45% | 88,45% |
18/11/2024 | 3,36% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 176 252 | 50 000 | 51 655 CHF | 15 169 CHF | 100,00% | 100,00% |
15/11/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 155 553 | 50 000 | 51 783 CHF | 17 159 CHF | 100,00% | 100,00% |
14/11/2024 | 3,34% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 176 173 | 50 000 | 51 801 CHF | 15 321 CHF | 99,44% | 99,44% |
13/11/2024 | 3,49% | 0,27 CHF | 0,28 CHF | 199 570 | 50 000 | 181 622 | 49 420 | 51 179 CHF | 14 438 CHF | 82,03% | 82,03% |
12/11/2024 | 3,26% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 171 753 | 50 000 | 51 787 CHF | 15 583 CHF | 100,00% | 100,00% |
11/11/2024 | 2,52% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 132 184 | 50 000 | 51 750 CHF | 20 093 CHF | 100,00% | 100,00% |
08/11/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 140 000 | 25 000 | 130 418 | 25 000 | 51 974 CHF | 10 233 CHF | 100,00% | 100,00% |
07/11/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 100 184 | 24 740 | 52 166 CHF | 13 132 CHF | 99,06% | 99,06% |