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 | 4,50% | 0,21 CHF | 0,22 CHF | 145 092 | 50 000 | 144 277 | 50 000 | 31 406 CHF | 11 387 CHF | 100,00% | 100,00% |
19/11/2024 | 5,24% | 0,20 CHF | 0,21 CHF | 144 857 | 50 000 | 146 403 | 50 000 | 27 342 CHF | 9 842 CHF | 100,00% | 100,00% |
18/11/2024 | 4,98% | 0,20 CHF | 0,21 CHF | 145 554 | 50 000 | 146 424 | 50 000 | 28 713 CHF | 10 307 CHF | 100,00% | 100,00% |
15/11/2024 | 4,99% | 0,21 CHF | 0,22 CHF | 145 251 | 50 000 | 146 672 | 50 000 | 28 795 CHF | 10 321 CHF | 100,00% | 100,00% |
14/11/2024 | 6,21% | 0,18 CHF | 0,19 CHF | 148 122 | 50 000 | 150 056 | 50 000 | 23 581 CHF | 8 363 CHF | 99,22% | 99,22% |
13/11/2024 | 7,30% | 0,14 CHF | 0,15 CHF | 151 025 | 50 000 | 151 003 | 49 448 | 20 043 CHF | 7 061 CHF | 99,36% | 99,36% |
12/11/2024 | 6,60% | 0,14 CHF | 0,15 CHF | 150 085 | 50 000 | 149 815 | 50 000 | 21 965 CHF | 7 831 CHF | 100,00% | 100,00% |
11/11/2024 | 4,67% | 0,19 CHF | 0,20 CHF | 146 179 | 50 000 | 144 179 | 50 000 | 30 276 CHF | 11 004 CHF | 100,00% | 100,00% |
08/11/2024 | 12,30% | 0,17 CHF | 0,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 185 CHF | 3 595 CHF | 100,00% | 100,00% |
07/11/2024 | 5,21% | 0,21 CHF | 0,22 CHF | 142 782 | 50 000 | 144 888 | 48 697 | 28 008 CHF | 9 907 CHF | 98,73% | 98,73% |