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 | 5,20% | 0,29 CHF | 0,30 CHF | 160 354 | 50 000 | 159 703 | 50 000 | 45 774 CHF | 15 102 CHF | 100,00% | 100,00% |
19/11/2024 | 4,74% | 0,27 CHF | 0,29 CHF | 164 649 | 50 000 | 170 196 | 50 000 | 44 384 CHF | 13 677 CHF | 99,39% | 99,39% |
18/11/2024 | 5,34% | 0,28 CHF | 0,29 CHF | 165 358 | 50 000 | 166 679 | 43 383 | 45 651 CHF | 12 527 CHF | 99,96% | 99,96% |
15/11/2024 | 4,15% | 0,25 CHF | 0,26 CHF | 177 228 | 50 000 | 162 606 | 50 000 | 46 831 CHF | 15 061 CHF | 100,00% | 100,00% |
14/11/2024 | 4,23% | 0,31 CHF | 0,33 CHF | 153 526 | 50 000 | 154 396 | 50 000 | 48 485 CHF | 16 383 CHF | 99,52% | 99,52% |
13/11/2024 | 3,85% | 0,32 CHF | 0,33 CHF | 153 526 | 50 000 | 147 593 | 49 241 | 49 493 CHF | 17 161 CHF | 80,72% | 80,72% |
12/11/2024 | 3,44% | 0,35 CHF | 0,37 CHF | 144 044 | 50 000 | 134 290 | 50 000 | 51 098 CHF | 19 705 CHF | 57,19% | 57,19% |
11/11/2024 | 3,87% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 139 248 | 50 000 | 51 261 CHF | 19 134 CHF | 80,00% | 80,00% |
08/11/2024 | 3,50% | 0,37 CHF | 0,38 CHF | 138 146 | 50 000 | 139 613 | 50 000 | 50 639 CHF | 18 784 CHF | 100,00% | 100,00% |
07/11/2024 | 3,83% | 0,34 CHF | 0,35 CHF | 147 686 | 50 000 | 149 621 | 48 444 | 49 641 CHF | 16 679 CHF | 99,13% | 99,13% |