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 | 11,83% | 0,22 CHF | 0,24 CHF | 122 314 | 50 000 | 122 127 | 50 000 | 26 659 CHF | 12 286 CHF | 100,00% | 100,00% |
19/11/2024 | 6,80% | 0,20 CHF | 0,21 CHF | 130 466 | 50 000 | 132 292 | 50 000 | 25 324 CHF | 10 254 CHF | 99,94% | 99,94% |
18/11/2024 | 9,32% | 0,20 CHF | 0,22 CHF | 126 808 | 50 000 | 127 003 | 44 466 | 25 844 CHF | 9 903 CHF | 99,64% | 99,64% |
15/11/2024 | 5,20% | 0,22 CHF | 0,23 CHF | 131 918 | 50 000 | 131 521 | 50 000 | 28 533 CHF | 11 431 CHF | 74,69% | 74,69% |
14/11/2024 | 7,19% | 0,24 CHF | 0,26 CHF | 125 077 | 50 000 | 125 491 | 50 000 | 30 411 CHF | 13 023 CHF | 99,44% | 99,44% |
13/11/2024 | 6,78% | 0,25 CHF | 0,26 CHF | 124 207 | 50 000 | 124 387 | 49 819 | 30 737 CHF | 13 175 CHF | 98,88% | 98,88% |
12/11/2024 | 6,25% | 0,26 CHF | 0,28 CHF | 119 522 | 50 000 | 119 111 | 50 000 | 32 026 CHF | 14 313 CHF | 97,96% | 97,96% |
11/11/2024 | 5,78% | 0,28 CHF | 0,30 CHF | 115 972 | 50 000 | 113 946 | 50 000 | 33 730 CHF | 15 683 CHF | 100,00% | 100,00% |
08/11/2024 | 5,74% | 0,30 CHF | 0,31 CHF | 113 541 | 50 000 | 112 286 | 50 000 | 33 944 CHF | 16 009 CHF | 88,69% | 88,69% |
07/11/2024 | 6,22% | 0,31 CHF | 0,33 CHF | 111 905 | 50 000 | 111 720 | 48 703 | 34 703 CHF | 16 092 CHF | 99,06% | 99,06% |