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 | 9,11% | 0,34 CHF | 0,37 CHF | 160 000 | 75 000 | 160 168 | 75 000 | 52 145 CHF | 26 749 CHF | 27,49% | 27,49% |
19/11/2024 | 4,05% | 0,27 CHF | 0,28 CHF | 178 678 | 50 000 | 182 767 | 50 000 | 47 396 CHF | 13 511 CHF | 81,75% | 81,75% |
18/11/2024 | 6,45% | 0,28 CHF | 0,30 CHF | 172 696 | 75 000 | 177 658 | 63 678 | 48 398 CHF | 18 320 CHF | 44,94% | 44,94% |
15/11/2024 | 5,09% | 0,25 CHF | 0,26 CHF | 185 983 | 50 000 | 204 367 | 50 000 | 43 863 CHF | 11 349 CHF | 99,90% | 99,90% |
14/11/2024 | - | 0,27 CHF | 0,29 CHF | 25 000 | 25 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 3,82% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 168 434 | 74 123 | 51 757 CHF | 23 681 CHF | 98,65% | 98,65% |
12/11/2024 | 4,00% | 0,24 CHF | 0,25 CHF | 198 724 | 50 000 | 187 453 | 50 000 | 50 198 CHF | 13 991 CHF | 26,98% | 26,98% |
11/11/2024 | 5,69% | 0,35 CHF | 0,37 CHF | 150 000 | 50 000 | 145 697 | 50 000 | 51 760 CHF | 18 850 CHF | 99,56% | 99,56% |
08/11/2024 | 5,75% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 150 733 | 50 000 | 51 570 CHF | 18 138 CHF | 99,41% | 99,41% |
07/11/2024 | 5,41% | 0,38 CHF | 0,40 CHF | 140 000 | 50 000 | 125 169 | 47 981 | 49 443 CHF | 20 034 CHF | 97,83% | 97,83% |