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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 6,84% | 0,15 CHF | 0,16 CHF | 138 759 | 50 000 | 148 371 | 50 000 | 20 990 CHF | 7 580 CHF | 100,00% | 100,00% |
20/11/2024 | 7,02% | 0,12 CHF | 0,13 CHF | 161 057 | 50 000 | 146 977 | 50 000 | 20 221 CHF | 7 397 CHF | 100,00% | 100,00% |
19/11/2024 | 7,25% | 0,13 CHF | 0,14 CHF | 153 315 | 50 000 | 153 721 | 50 000 | 20 454 CHF | 7 158 CHF | 100,00% | 100,00% |
18/11/2024 | 7,46% | 0,13 CHF | 0,14 CHF | 163 994 | 50 000 | 140 642 | 44 486 | 21 901 CHF | 7 409 CHF | 100,00% | 100,00% |
15/11/2024 | 4,86% | 0,18 CHF | 0,19 CHF | 131 615 | 50 000 | 118 443 | 50 000 | 23 812 CHF | 10 569 CHF | 100,00% | 100,00% |
14/11/2024 | 4,47% | 0,23 CHF | 0,24 CHF | 108 837 | 50 000 | 108 279 | 50 000 | 25 713 CHF | 12 417 CHF | 99,52% | 99,52% |
13/11/2024 | 4,36% | 0,22 CHF | 0,23 CHF | 112 152 | 50 000 | 109 974 | 49 704 | 25 240 CHF | 11 918 CHF | 99,32% | 99,32% |
12/11/2024 | 4,70% | 0,22 CHF | 0,23 CHF | 112 130 | 50 000 | 111 554 | 50 000 | 25 035 CHF | 11 782 CHF | 100,00% | 100,00% |
11/11/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 112 226 | 50 000 | 109 127 | 50 000 | 25 666 CHF | 12 264 CHF | 100,00% | 100,00% |
08/11/2024 | 4,37% | 0,24 CHF | 0,25 CHF | 104 620 | 50 000 | 107 602 | 50 000 | 25 733 CHF | 12 493 CHF | 100,00% | 100,00% |