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 | 7,36% | 0,18 CHF | 0,19 CHF | 216 363 | 50 000 | 215 633 | 50 000 | 37 707 CHF | 9 417 CHF | 100,00% | 100,00% |
19/11/2024 | 8,06% | 0,16 CHF | 0,18 CHF | 225 430 | 50 000 | 235 034 | 50 000 | 36 419 CHF | 8 401 CHF | 99,40% | 99,40% |
18/11/2024 | 9,27% | 0,16 CHF | 0,18 CHF | 228 412 | 50 000 | 229 957 | 43 384 | 36 881 CHF | 7 638 CHF | 100,00% | 100,00% |
15/11/2024 | 6,15% | 0,15 CHF | 0,16 CHF | 249 989 | 50 000 | 222 030 | 50 000 | 38 542 CHF | 9 279 CHF | 100,00% | 100,00% |
14/11/2024 | 6,22% | 0,19 CHF | 0,20 CHF | 204 736 | 50 000 | 206 661 | 50 000 | 39 582 CHF | 10 194 CHF | 99,52% | 99,52% |
13/11/2024 | 6,21% | 0,19 CHF | 0,21 CHF | 202 568 | 50 000 | 192 967 | 49 383 | 40 212 CHF | 10 952 CHF | 99,32% | 99,32% |
12/11/2024 | 5,12% | 0,22 CHF | 0,23 CHF | 185 614 | 50 000 | 175 735 | 50 000 | 42 699 CHF | 12 794 CHF | 100,00% | 100,00% |
11/11/2024 | 5,14% | 0,24 CHF | 0,25 CHF | 181 216 | 50 000 | 179 821 | 50 000 | 42 212 CHF | 12 357 CHF | 100,00% | 100,00% |
08/11/2024 | 4,85% | 0,24 CHF | 0,25 CHF | 178 703 | 50 000 | 181 151 | 50 000 | 41 772 CHF | 12 105 CHF | 100,00% | 100,00% |
07/11/2024 | 5,88% | 0,21 CHF | 0,23 CHF | 191 869 | 50 000 | 196 079 | 48 444 | 40 385 CHF | 10 560 CHF | 99,13% | 99,13% |