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 | 4,47% | 0,21 CHF | 0,22 CHF | 240 000 | 25 000 | 231 187 | 25 000 | 50 557 CHF | 5 720 CHF | 100,00% | 100,00% |
19/11/2024 | 3,96% | 0,22 CHF | 0,23 CHF | 230 000 | 25 000 | 206 440 | 25 000 | 51 132 CHF | 6 469 CHF | 100,00% | 100,00% |
18/11/2024 | 4,93% | 0,28 CHF | 0,29 CHF | 180 000 | 25 000 | 222 170 | 21 692 | 50 511 CHF | 5 202 CHF | 100,00% | 100,00% |
15/11/2024 | 5,64% | 0,21 CHF | 0,22 CHF | 240 000 | 25 000 | 148 884 | 20 444 | 33 161 CHF | 4 857 CHF | 100,00% | 100,00% |
14/11/2024 | 3,91% | 0,27 CHF | 0,28 CHF | 190 000 | 25 000 | 202 152 | 25 000 | 50 760 CHF | 6 547 CHF | 99,44% | 99,44% |
13/11/2024 | 5,01% | 0,30 CHF | 0,31 CHF | 170 000 | 25 000 | 244 642 | 24 387 | 48 967 CHF | 5 297 CHF | 97,54% | 97,54% |
12/11/2024 | 2,17% | 0,32 CHF | 0,34 CHF | 12 500 | 12 500 | 103 523 | 24 522 | 50 513 CHF | 12 172 CHF | 98,63% | 98,63% |
11/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 90 000 | 25 000 | 91 881 | 25 000 | 51 680 CHF | 14 320 CHF | 93,97% | 93,97% |
08/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 104 771 | 25 000 | 51 600 CHF | 12 574 CHF | 96,20% | 96,20% |
07/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 100 643 | 24 221 | 51 639 CHF | 12 694 CHF | 99,06% | 99,06% |