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 | 8,97% | 0,26 CHF | 0,29 CHF | 148 234 | 75 000 | 146 483 | 75 000 | 40 615 CHF | 22 754 CHF | 94,79% | 94,79% |
19/11/2024 | 6,80% | 0,27 CHF | 0,28 CHF | 150 915 | 75 000 | 151 787 | 75 000 | 39 191 CHF | 20 735 CHF | 100,00% | 100,00% |
18/11/2024 | 8,46% | 0,29 CHF | 0,31 CHF | 145 101 | 75 000 | 77 763 | 47 066 | 22 598 CHF | 14 770 CHF | 84,14% | 84,14% |
15/11/2024 | 5,80% | 0,31 CHF | 0,33 CHF | 146 313 | 75 000 | 147 284 | 75 000 | 44 658 CHF | 24 113 CHF | 87,29% | 87,29% |
14/11/2024 | 6,50% | 0,29 CHF | 0,31 CHF | 148 078 | 75 000 | 153 083 | 75 000 | 42 533 CHF | 22 262 CHF | 83,23% | 83,23% |
13/11/2024 | 6,89% | 0,26 CHF | 0,28 CHF | 156 782 | 75 000 | 155 518 | 74 112 | 41 063 CHF | 20 960 CHF | 94,16% | 94,16% |
12/11/2024 | 6,66% | 0,26 CHF | 0,28 CHF | 158 187 | 75 000 | 157 166 | 75 000 | 41 094 CHF | 20 968 CHF | 79,77% | 79,77% |
11/11/2024 | 5,16% | 0,36 CHF | 0,37 CHF | 141 215 | 75 000 | 141 527 | 75 000 | 49 516 CHF | 27 631 CHF | 16,42% | 16,42% |
08/11/2024 | 5,91% | 0,32 CHF | 0,34 CHF | 147 410 | 75 000 | 150 336 | 75 000 | 44 726 CHF | 23 679 CHF | 100,00% | 100,00% |
07/11/2024 | 5,80% | 0,29 CHF | 0,31 CHF | 151 074 | 75 000 | 152 269 | 72 251 | 44 508 CHF | 22 432 CHF | 93,52% | 93,52% |