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 | 4,46% | 0,19 CHF | 0,20 CHF | 270 000 | 75 000 | 230 135 | 75 000 | 50 505 CHF | 17 274 CHF | 100,00% | 100,00% |
19/11/2024 | 4,34% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 223 920 | 75 000 | 50 506 CHF | 17 708 CHF | 100,00% | 100,00% |
18/11/2024 | 4,77% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 216 245 | 63 973 | 50 552 CHF | 15 606 CHF | 100,00% | 100,00% |
15/11/2024 | 3,25% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 172 377 | 50 000 | 52 115 CHF | 15 646 CHF | 100,00% | 100,00% |
14/11/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 150 894 | 75 000 | 52 083 CHF | 26 644 CHF | 99,52% | 99,52% |
13/11/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 167 546 | 49 703 | 51 819 CHF | 15 887 CHF | 99,32% | 99,32% |
12/11/2024 | 2,76% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 143 252 | 50 000 | 51 280 CHF | 18 416 CHF | 100,00% | 100,00% |
11/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 132 804 | 50 000 | 51 480 CHF | 19 893 CHF | 100,00% | 100,00% |
08/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 144 982 | 50 000 | 51 641 CHF | 18 322 CHF | 100,00% | 100,00% |
07/11/2024 | 2,88% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 144 386 | 72 406 | 51 176 CHF | 26 477 CHF | 99,12% | 99,12% |