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 | 8,90% | 0,17 CHF | 0,18 CHF | 232 958 | 100 000 | 223 927 | 100 000 | 39 018 CHF | 19 068 CHF | 100,00% | 100,00% |
19/11/2024 | 7,80% | 0,19 CHF | 0,20 CHF | 210 695 | 100 000 | 214 983 | 99 785 | 39 892 CHF | 20 031 CHF | 100,00% | 100,00% |
18/11/2024 | 8,80% | 0,20 CHF | 0,21 CHF | 208 763 | 100 000 | 212 650 | 88 971 | 40 767 CHF | 18 526 CHF | 100,00% | 100,00% |
15/11/2024 | 5,95% | 0,20 CHF | 0,22 CHF | 209 565 | 100 000 | 203 036 | 100 000 | 42 284 CHF | 22 107 CHF | 100,00% | 100,00% |
14/11/2024 | 7,67% | 0,22 CHF | 0,23 CHF | 197 264 | 100 000 | 194 768 | 100 000 | 42 881 CHF | 23 776 CHF | 99,27% | 99,27% |
13/11/2024 | 6,44% | 0,23 CHF | 0,24 CHF | 196 063 | 100 000 | 209 409 | 99 134 | 42 071 CHF | 21 258 CHF | 99,40% | 99,40% |
12/11/2024 | 5,21% | 0,21 CHF | 0,22 CHF | 204 658 | 100 000 | 190 463 | 100 000 | 44 569 CHF | 24 664 CHF | 100,00% | 100,00% |
11/11/2024 | 7,34% | 0,25 CHF | 0,27 CHF | 183 299 | 100 000 | 189 642 | 100 000 | 44 079 CHF | 25 018 CHF | 100,00% | 100,00% |
08/11/2024 | 6,68% | 0,22 CHF | 0,24 CHF | 193 057 | 100 000 | 188 168 | 100 000 | 43 990 CHF | 25 003 CHF | 99,95% | 99,95% |
07/11/2024 | 6,41% | 0,26 CHF | 0,28 CHF | 178 281 | 100 000 | 176 420 | 97 491 | 47 002 CHF | 27 682 CHF | 99,05% | 99,05% |