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 | 4,51% | 0,20 CHF | 0,21 CHF | 231 582 | 20 000 | 214 551 | 20 000 | 46 548 CHF | 4 549 CHF | 100,00% | 100,00% |
19/11/2024 | 4,80% | 0,21 CHF | 0,22 CHF | 227 102 | 20 000 | 227 784 | 20 000 | 46 365 CHF | 4 272 CHF | 97,46% | 97,46% |
18/11/2024 | 5,33% | 0,21 CHF | 0,22 CHF | 217 112 | 20 000 | 198 220 | 18 203 | 40 571 CHF | 3 924 CHF | 91,03% | 91,03% |
15/11/2024 | 4,40% | 0,22 CHF | 0,23 CHF | 223 998 | 20 000 | 214 386 | 20 000 | 47 641 CHF | 4 652 CHF | 41,53% | 41,53% |
14/11/2024 | 3,91% | 0,26 CHF | 0,27 CHF | 194 716 | 20 000 | 199 858 | 20 000 | 50 112 CHF | 5 222 CHF | 32,41% | 32,41% |
13/11/2024 | 4,70% | 0,22 CHF | 0,23 CHF | 236 694 | 20 000 | 224 951 | 19 797 | 47 318 CHF | 4 370 CHF | 95,42% | 95,42% |
12/11/2024 | 3,97% | 0,24 CHF | 0,25 CHF | 211 796 | 20 000 | 201 192 | 20 000 | 49 693 CHF | 5 144 CHF | 32,24% | 32,24% |
11/11/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 176 826 | 20 000 | 175 860 | 20 000 | 50 493 CHF | 5 947 CHF | 7,10% | 7,10% |
08/11/2024 | 3,68% | 0,25 CHF | 0,26 CHF | 187 895 | 20 000 | 185 597 | 20 000 | 49 595 CHF | 5 550 CHF | 44,18% | 44,18% |
07/11/2024 | 4,12% | 0,32 CHF | 0,33 CHF | 161 327 | 20 000 | 115 986 | 15 724 | 35 979 CHF | 5 040 CHF | 15,04% | 15,04% |