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 | 5,87% | 0,16 CHF | 0,17 CHF | 257 248 | 50 000 | 242 532 | 50 000 | 40 187 CHF | 8 795 CHF | 100,00% | 100,00% |
19/11/2024 | 5,52% | 0,18 CHF | 0,19 CHF | 236 364 | 50 000 | 236 239 | 50 000 | 41 645 CHF | 9 321 CHF | 99,99% | 99,99% |
18/11/2024 | 6,81% | 0,18 CHF | 0,19 CHF | 240 173 | 50 000 | 243 996 | 44 487 | 41 732 CHF | 8 137 CHF | 100,00% | 100,00% |
15/11/2024 | 6,12% | 0,17 CHF | 0,18 CHF | 251 887 | 50 000 | 254 145 | 50 000 | 40 253 CHF | 8 421 CHF | 97,60% | 97,60% |
14/11/2024 | 5,95% | 0,17 CHF | 0,18 CHF | 253 224 | 50 000 | 253 647 | 50 000 | 41 432 CHF | 8 671 CHF | 96,15% | 96,15% |
13/11/2024 | 7,42% | 0,13 CHF | 0,14 CHF | 301 045 | 50 000 | 288 751 | 49 711 | 38 337 CHF | 7 110 CHF | 99,36% | 99,36% |
12/11/2024 | 6,76% | 0,14 CHF | 0,15 CHF | 272 927 | 50 000 | 275 119 | 50 000 | 39 315 CHF | 7 654 CHF | 100,00% | 100,00% |
11/11/2024 | 4,90% | 0,17 CHF | 0,18 CHF | 240 524 | 50 000 | 220 455 | 50 000 | 43 992 CHF | 10 527 CHF | 99,48% | 99,48% |
08/11/2024 | 4,32% | 0,22 CHF | 0,23 CHF | 204 075 | 50 000 | 202 240 | 50 000 | 45 821 CHF | 11 843 CHF | 97,26% | 97,26% |
07/11/2024 | 4,49% | 0,23 CHF | 0,24 CHF | 205 870 | 50 000 | 204 564 | 48 641 | 46 440 CHF | 11 565 CHF | 94,55% | 94,55% |