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 | 4,85% | 0,18 CHF | 0,19 CHF | 202 168 | 50 000 | 200 252 | 50 000 | 40 433 CHF | 10 598 CHF | 100,00% | 100,00% |
19/11/2024 | 5,01% | 0,21 CHF | 0,22 CHF | 199 547 | 50 000 | 200 543 | 50 000 | 39 167 CHF | 10 269 CHF | 100,00% | 100,00% |
18/11/2024 | 4,10% | 0,23 CHF | 0,24 CHF | 197 699 | 50 000 | 197 178 | 50 000 | 47 221 CHF | 12 478 CHF | 100,00% | 100,00% |
15/11/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 182 892 | 50 000 | 51 036 CHF | 14 463 CHF | 99,89% | 99,89% |
14/11/2024 | 4,10% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 195 095 | 50 000 | 46 942 CHF | 12 577 CHF | 94,48% | 94,48% |
13/11/2024 | 4,39% | 0,22 CHF | 0,23 CHF | 199 076 | 50 000 | 197 958 | 49 519 | 44 480 CHF | 11 624 CHF | 98,88% | 98,88% |
12/11/2024 | 3,97% | 0,22 CHF | 0,23 CHF | 198 069 | 50 000 | 195 740 | 50 000 | 48 420 CHF | 12 870 CHF | 96,40% | 96,40% |
11/11/2024 | 2,91% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 152 909 | 50 000 | 51 697 CHF | 17 431 CHF | 100,00% | 100,00% |
08/11/2024 | 2,86% | 0,32 CHF | 0,33 CHF | 160 000 | 25 000 | 150 489 | 25 000 | 51 926 CHF | 8 898 CHF | 100,00% | 100,00% |
07/11/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 120 000 | 25 000 | 111 474 | 24 740 | 51 978 CHF | 11 791 CHF | 99,06% | 99,06% |