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 | 4,40% | 0,22 CHF | 0,23 CHF | 145 051 | 50 000 | 144 279 | 50 000 | 32 170 CHF | 11 652 CHF | 100,00% | 100,00% |
19/11/2024 | 5,06% | 0,21 CHF | 0,22 CHF | 145 215 | 50 000 | 146 476 | 50 000 | 28 319 CHF | 10 171 CHF | 100,00% | 100,00% |
18/11/2024 | 4,87% | 0,21 CHF | 0,22 CHF | 145 907 | 50 000 | 146 435 | 50 000 | 29 366 CHF | 10 529 CHF | 100,00% | 100,00% |
15/11/2024 | 4,81% | 0,22 CHF | 0,23 CHF | 145 779 | 50 000 | 146 626 | 50 000 | 29 920 CHF | 10 708 CHF | 100,00% | 100,00% |
14/11/2024 | 5,94% | 0,18 CHF | 0,19 CHF | 147 991 | 50 000 | 149 959 | 50 000 | 24 622 CHF | 8 714 CHF | 99,22% | 99,22% |
13/11/2024 | 7,01% | 0,14 CHF | 0,15 CHF | 151 457 | 50 000 | 150 942 | 49 448 | 20 834 CHF | 7 319 CHF | 99,36% | 99,36% |
12/11/2024 | 6,41% | 0,15 CHF | 0,16 CHF | 149 491 | 50 000 | 149 657 | 50 000 | 22 619 CHF | 8 057 CHF | 100,00% | 100,00% |
11/11/2024 | 4,58% | 0,19 CHF | 0,20 CHF | 145 970 | 50 000 | 144 188 | 50 000 | 30 877 CHF | 11 212 CHF | 100,00% | 100,00% |
08/11/2024 | 13,08% | 0,18 CHF | 0,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 292 CHF | 3 745 CHF | 100,00% | 100,00% |
07/11/2024 | 5,02% | 0,22 CHF | 0,23 CHF | 143 055 | 50 000 | 144 956 | 48 697 | 28 748 CHF | 10 147 CHF | 98,73% | 98,73% |