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 | 3,92% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 181 346 | 50 000 | 51 646 CHF | 14 827 CHF | 100,00% | 100,00% |
19/11/2024 | 4,06% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 186 242 | 50 000 | 51 307 CHF | 14 365 CHF | 99,99% | 99,99% |
18/11/2024 | 5,92% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 221 867 | 44 487 | 50 560 CHF | 10 734 CHF | 100,00% | 100,00% |
15/11/2024 | 4,81% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 217 882 | 50 000 | 50 525 CHF | 12 177 CHF | 100,00% | 100,00% |
14/11/2024 | 4,10% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 186 944 | 50 000 | 51 066 CHF | 14 237 CHF | 98,83% | 98,83% |
13/11/2024 | 4,26% | 0,26 CHF | 0,28 CHF | 200 000 | 50 000 | 191 868 | 49 511 | 51 241 CHF | 13 825 CHF | 57,18% | 57,18% |
12/11/2024 | 3,74% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 161 107 | 50 000 | 52 110 CHF | 16 799 CHF | 100,00% | 100,00% |
11/11/2024 | 3,22% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 139 428 | 50 000 | 51 552 CHF | 19 103 CHF | 99,81% | 99,81% |
08/11/2024 | 3,52% | 0,31 CHF | 0,33 CHF | 170 000 | 50 000 | 161 459 | 50 000 | 51 739 CHF | 16 615 CHF | 100,00% | 100,00% |
07/11/2024 | 3,65% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 154 461 | 48 703 | 51 551 CHF | 16 835 CHF | 99,13% | 99,13% |