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 | 5,02% | 0,19 CHF | 0,20 CHF | 145 203 | 50 000 | 144 280 | 50 000 | 28 091 CHF | 10 237 CHF | 100,00% | 100,00% |
19/11/2024 | 5,90% | 0,18 CHF | 0,19 CHF | 144 883 | 50 000 | 146 298 | 50 000 | 24 178 CHF | 8 768 CHF | 100,00% | 100,00% |
18/11/2024 | 5,58% | 0,18 CHF | 0,19 CHF | 145 273 | 50 000 | 146 330 | 50 000 | 25 534 CHF | 9 227 CHF | 100,00% | 100,00% |
15/11/2024 | 5,59% | 0,19 CHF | 0,20 CHF | 145 536 | 50 000 | 146 552 | 50 000 | 25 641 CHF | 9 253 CHF | 100,00% | 100,00% |
14/11/2024 | 7,16% | 0,16 CHF | 0,17 CHF | 147 974 | 50 000 | 150 050 | 50 000 | 20 378 CHF | 7 295 CHF | 99,22% | 99,22% |
13/11/2024 | 8,67% | 0,11 CHF | 0,12 CHF | 151 370 | 50 000 | 150 989 | 49 448 | 16 724 CHF | 5 973 CHF | 99,36% | 99,36% |
12/11/2024 | 7,77% | 0,12 CHF | 0,13 CHF | 149 880 | 50 000 | 149 792 | 50 000 | 18 568 CHF | 6 698 CHF | 100,00% | 100,00% |
11/11/2024 | 5,22% | 0,16 CHF | 0,17 CHF | 146 146 | 50 000 | 144 214 | 50 000 | 27 058 CHF | 9 887 CHF | 100,00% | 100,00% |
08/11/2024 | 16,25% | 0,15 CHF | 0,17 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 581 CHF | 3 022 CHF | 91,59% | 91,59% |
07/11/2024 | 5,80% | 0,19 CHF | 0,20 CHF | 143 055 | 50 000 | 144 792 | 48 696 | 24 533 CHF | 8 734 CHF | 98,73% | 98,73% |