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 | 3,62% | 0,26 CHF | 0,27 CHF | 144 965 | 50 000 | 144 183 | 50 000 | 39 115 CHF | 14 068 CHF | 100,00% | 100,00% |
19/11/2024 | 4,09% | 0,26 CHF | 0,27 CHF | 145 009 | 50 000 | 146 423 | 50 000 | 35 201 CHF | 12 526 CHF | 100,00% | 100,00% |
18/11/2024 | 3,94% | 0,26 CHF | 0,27 CHF | 145 740 | 50 000 | 146 516 | 50 000 | 36 456 CHF | 12 943 CHF | 100,00% | 100,00% |
15/11/2024 | 3,92% | 0,27 CHF | 0,28 CHF | 145 489 | 50 000 | 146 782 | 50 000 | 36 855 CHF | 13 059 CHF | 100,00% | 100,00% |
14/11/2024 | 4,63% | 0,23 CHF | 0,24 CHF | 148 535 | 50 000 | 150 019 | 50 000 | 31 780 CHF | 11 097 CHF | 99,22% | 99,22% |
13/11/2024 | 5,28% | 0,19 CHF | 0,20 CHF | 151 292 | 50 000 | 150 801 | 49 448 | 28 098 CHF | 9 711 CHF | 99,36% | 99,36% |
12/11/2024 | 4,88% | 0,19 CHF | 0,20 CHF | 150 221 | 50 000 | 149 810 | 50 000 | 29 987 CHF | 10 509 CHF | 100,00% | 100,00% |
11/11/2024 | 3,75% | 0,24 CHF | 0,25 CHF | 145 889 | 50 000 | 144 259 | 50 000 | 37 881 CHF | 13 634 CHF | 100,00% | 100,00% |
08/11/2024 | 9,06% | 0,23 CHF | 0,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 508 CHF | 4 935 CHF | 100,00% | 100,00% |
07/11/2024 | 4,11% | 0,26 CHF | 0,27 CHF | 142 977 | 50 000 | 144 879 | 48 696 | 35 689 CHF | 12 492 CHF | 98,73% | 98,73% |