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 | 5,69% | 0,20 CHF | 0,21 CHF | 117 543 | 50 000 | 116 639 | 50 000 | 20 077 CHF | 9 104 CHF | 100,00% | 100,00% |
19/11/2024 | 5,67% | 0,17 CHF | 0,18 CHF | 116 422 | 50 000 | 116 463 | 50 000 | 20 100 CHF | 9 127 CHF | 99,40% | 99,40% |
18/11/2024 | 5,31% | 0,15 CHF | 0,16 CHF | 116 257 | 50 000 | 117 393 | 50 000 | 21 634 CHF | 9 713 CHF | 100,00% | 100,00% |
15/11/2024 | 4,52% | 0,22 CHF | 0,23 CHF | 118 717 | 50 000 | 118 549 | 50 000 | 25 695 CHF | 11 337 CHF | 100,00% | 100,00% |
14/11/2024 | 4,77% | 0,20 CHF | 0,21 CHF | 118 084 | 50 000 | 118 212 | 50 000 | 24 214 CHF | 10 742 CHF | 99,52% | 99,52% |
13/11/2024 | 4,84% | 0,22 CHF | 0,23 CHF | 118 127 | 50 000 | 117 405 | 49 704 | 24 051 CHF | 10 678 CHF | 99,32% | 99,32% |
12/11/2024 | 6,63% | 0,16 CHF | 0,17 CHF | 115 850 | 50 000 | 115 395 | 50 000 | 16 840 CHF | 7 796 CHF | 100,00% | 100,00% |
11/11/2024 | 7,63% | 0,13 CHF | 0,14 CHF | 114 845 | 50 000 | 114 549 | 50 000 | 14 497 CHF | 6 827 CHF | 100,00% | 100,00% |
08/11/2024 | 5,67% | 0,14 CHF | 0,15 CHF | 114 097 | 50 000 | 115 078 | 50 000 | 19 983 CHF | 9 179 CHF | 100,00% | 100,00% |
07/11/2024 | 5,62% | 0,19 CHF | 0,20 CHF | 115 315 | 50 000 | 115 639 | 48 703 | 20 756 CHF | 9 238 CHF | 99,13% | 99,13% |