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 | 5,28% | 0,18 CHF | 0,19 CHF | 230 802 | 50 000 | 223 319 | 50 000 | 41 179 CHF | 9 727 CHF | 100,00% | 100,00% |
19/11/2024 | 5,90% | 0,18 CHF | 0,19 CHF | 232 724 | 50 000 | 241 179 | 50 000 | 39 744 CHF | 8 753 CHF | 100,00% | 100,00% |
18/11/2024 | 6,43% | 0,17 CHF | 0,18 CHF | 237 416 | 50 000 | 235 101 | 44 486 | 38 978 CHF | 7 824 CHF | 100,00% | 100,00% |
15/11/2024 | 5,78% | 0,18 CHF | 0,19 CHF | 229 127 | 50 000 | 238 149 | 50 000 | 40 080 CHF | 8 932 CHF | 100,00% | 100,00% |
14/11/2024 | 6,68% | 0,16 CHF | 0,17 CHF | 248 893 | 50 000 | 263 875 | 50 000 | 38 211 CHF | 7 754 CHF | 99,21% | 99,21% |
13/11/2024 | 7,35% | 0,13 CHF | 0,14 CHF | 276 736 | 50 000 | 274 841 | 49 448 | 36 161 CHF | 7 003 CHF | 99,35% | 99,35% |
12/11/2024 | 6,90% | 0,14 CHF | 0,15 CHF | 272 979 | 50 000 | 273 030 | 50 000 | 38 205 CHF | 7 496 CHF | 100,00% | 100,00% |
11/11/2024 | 5,50% | 0,16 CHF | 0,17 CHF | 238 542 | 50 000 | 229 616 | 50 000 | 40 701 CHF | 9 375 CHF | 100,00% | 100,00% |
08/11/2024 | 11,81% | 0,15 CHF | 0,17 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 557 CHF | 4 003 CHF | 96,75% | 96,75% |
07/11/2024 | 5,40% | 0,20 CHF | 0,21 CHF | 229 661 | 50 000 | 237 510 | 48 696 | 44 186 CHF | 9 555 CHF | 98,73% | 98,73% |