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 | 4,87% | 0,19 CHF | 0,20 CHF | 144 965 | 50 000 | 144 113 | 50 000 | 28 965 CHF | 10 552 CHF | 100,00% | 100,00% |
19/11/2024 | 5,75% | 0,19 CHF | 0,20 CHF | 145 009 | 50 000 | 146 403 | 50 000 | 24 901 CHF | 9 010 CHF | 100,00% | 100,00% |
18/11/2024 | 5,45% | 0,19 CHF | 0,20 CHF | 145 740 | 50 000 | 146 495 | 50 000 | 26 169 CHF | 9 434 CHF | 100,00% | 100,00% |
15/11/2024 | 5,42% | 0,20 CHF | 0,21 CHF | 145 189 | 50 000 | 146 593 | 50 000 | 26 441 CHF | 9 524 CHF | 100,00% | 100,00% |
14/11/2024 | 6,89% | 0,16 CHF | 0,17 CHF | 148 494 | 50 000 | 150 003 | 50 000 | 21 199 CHF | 7 571 CHF | 99,22% | 99,22% |
13/11/2024 | 8,40% | 0,12 CHF | 0,13 CHF | 151 119 | 50 000 | 150 814 | 49 448 | 17 413 CHF | 6 207 CHF | 99,36% | 99,36% |
12/11/2024 | 7,42% | 0,12 CHF | 0,13 CHF | 150 221 | 50 000 | 149 796 | 50 000 | 19 455 CHF | 6 994 CHF | 100,00% | 100,00% |
11/11/2024 | 5,08% | 0,17 CHF | 0,18 CHF | 145 889 | 50 000 | 144 259 | 50 000 | 27 783 CHF | 10 134 CHF | 100,00% | 100,00% |
08/11/2024 | 14,99% | 0,16 CHF | 0,17 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 745 CHF | 3 185 CHF | 100,00% | 100,00% |
07/11/2024 | 5,71% | 0,19 CHF | 0,20 CHF | 142 977 | 50 000 | 144 911 | 48 697 | 25 524 CHF | 9 073 CHF | 98,73% | 98,73% |