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 | 3,16% | 0,31 CHF | 0,32 CHF | 144 949 | 50 000 | 144 187 | 50 000 | 44 979 CHF | 16 101 CHF | 100,00% | 100,00% |
19/11/2024 | 3,49% | 0,30 CHF | 0,31 CHF | 145 009 | 50 000 | 146 443 | 50 000 | 41 338 CHF | 14 619 CHF | 100,00% | 100,00% |
18/11/2024 | 3,40% | 0,30 CHF | 0,31 CHF | 145 916 | 50 000 | 146 393 | 50 000 | 42 367 CHF | 14 971 CHF | 100,00% | 100,00% |
15/11/2024 | 3,37% | 0,31 CHF | 0,32 CHF | 145 489 | 50 000 | 146 684 | 50 000 | 42 845 CHF | 15 110 CHF | 100,00% | 100,00% |
14/11/2024 | 3,89% | 0,27 CHF | 0,28 CHF | 148 024 | 50 000 | 150 060 | 50 000 | 37 922 CHF | 13 140 CHF | 99,22% | 99,22% |
13/11/2024 | 4,36% | 0,23 CHF | 0,24 CHF | 151 292 | 50 000 | 150 897 | 49 448 | 34 214 CHF | 11 710 CHF | 99,36% | 99,36% |
12/11/2024 | 4,07% | 0,24 CHF | 0,25 CHF | 150 127 | 50 000 | 149 668 | 50 000 | 36 038 CHF | 12 539 CHF | 100,00% | 100,00% |
11/11/2024 | 3,25% | 0,28 CHF | 0,29 CHF | 145 889 | 50 000 | 144 238 | 50 000 | 43 723 CHF | 15 661 CHF | 100,00% | 100,00% |
08/11/2024 | 7,92% | 0,27 CHF | 0,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 517 CHF | 5 970 CHF | 100,00% | 100,00% |
07/11/2024 | 3,49% | 0,31 CHF | 0,32 CHF | 143 000 | 50 000 | 144 885 | 48 697 | 41 539 CHF | 14 449 CHF | 98,73% | 98,73% |