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 | 4,20% | 0,22 CHF | 0,23 CHF | 159 486 | 50 000 | 153 868 | 50 000 | 35 910 CHF | 12 173 CHF | 100,00% | 100,00% |
19/11/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 164 371 | 50 000 | 163 586 | 50 000 | 35 615 CHF | 11 389 CHF | 99,99% | 99,99% |
18/11/2024 | 5,54% | 0,22 CHF | 0,23 CHF | 166 259 | 50 000 | 165 311 | 43 384 | 35 464 CHF | 9 819 CHF | 100,00% | 100,00% |
15/11/2024 | 5,06% | 0,20 CHF | 0,21 CHF | 169 092 | 50 000 | 179 459 | 50 000 | 34 577 CHF | 10 145 CHF | 100,00% | 100,00% |
14/11/2024 | 5,62% | 0,19 CHF | 0,20 CHF | 184 613 | 50 000 | 193 958 | 50 000 | 33 570 CHF | 9 158 CHF | 99,27% | 99,27% |
13/11/2024 | 5,76% | 0,17 CHF | 0,18 CHF | 195 817 | 50 000 | 191 017 | 49 436 | 32 949 CHF | 9 028 CHF | 99,40% | 99,40% |
12/11/2024 | 5,16% | 0,18 CHF | 0,19 CHF | 184 980 | 50 000 | 180 644 | 50 000 | 34 149 CHF | 9 953 CHF | 100,00% | 100,00% |
11/11/2024 | 4,61% | 0,21 CHF | 0,22 CHF | 168 917 | 50 000 | 168 680 | 50 000 | 35 749 CHF | 11 099 CHF | 100,00% | 100,00% |
08/11/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 179 101 | 50 000 | 180 367 | 50 000 | 34 200 CHF | 9 983 CHF | 100,00% | 100,00% |
07/11/2024 | 4,98% | 0,20 CHF | 0,21 CHF | 171 496 | 50 000 | 171 675 | 48 703 | 35 235 CHF | 10 487 CHF | 99,23% | 99,23% |