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 | 7,55% | 0,13 CHF | 0,14 CHF | 195 833 | 50 000 | 196 539 | 50 000 | 25 080 CHF | 6 880 CHF | 100,00% | 100,00% |
19/11/2024 | 8,61% | 0,11 CHF | 0,12 CHF | 213 331 | 50 000 | 218 227 | 50 000 | 24 280 CHF | 6 066 CHF | 99,94% | 99,94% |
18/11/2024 | 9,32% | 0,12 CHF | 0,13 CHF | 211 732 | 50 000 | 205 548 | 44 467 | 24 235 CHF | 5 726 CHF | 99,63% | 99,63% |
15/11/2024 | 7,65% | 0,12 CHF | 0,13 CHF | 204 417 | 50 000 | 203 214 | 50 000 | 25 592 CHF | 6 799 CHF | 99,98% | 99,98% |
14/11/2024 | 6,74% | 0,14 CHF | 0,15 CHF | 187 861 | 50 000 | 187 881 | 50 000 | 26 969 CHF | 7 677 CHF | 99,44% | 99,44% |
13/11/2024 | 6,51% | 0,15 CHF | 0,16 CHF | 183 966 | 50 000 | 185 703 | 49 819 | 27 594 CHF | 7 901 CHF | 98,88% | 98,88% |
12/11/2024 | 6,07% | 0,16 CHF | 0,17 CHF | 176 380 | 50 000 | 172 369 | 50 000 | 27 536 CHF | 8 488 CHF | 99,99% | 99,99% |
11/11/2024 | 5,44% | 0,17 CHF | 0,18 CHF | 162 616 | 50 000 | 159 863 | 50 000 | 28 586 CHF | 9 442 CHF | 100,00% | 100,00% |
08/11/2024 | 5,20% | 0,18 CHF | 0,19 CHF | 157 456 | 50 000 | 154 764 | 50 000 | 28 979 CHF | 9 865 CHF | 88,69% | 88,69% |
07/11/2024 | 5,32% | 0,19 CHF | 0,20 CHF | 151 683 | 50 000 | 153 563 | 48 703 | 29 531 CHF | 9 869 CHF | 99,06% | 99,06% |