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 | 6,37% | 0,15 CHF | 0,16 CHF | 144 949 | 50 000 | 144 242 | 50 000 | 22 031 CHF | 8 140 CHF | 100,00% | 100,00% |
19/11/2024 | 7,89% | 0,14 CHF | 0,15 CHF | 145 009 | 50 000 | 146 453 | 50 000 | 18 000 CHF | 6 650 CHF | 100,00% | 100,00% |
18/11/2024 | 7,42% | 0,14 CHF | 0,15 CHF | 145 907 | 50 000 | 146 369 | 50 000 | 19 058 CHF | 7 012 CHF | 100,00% | 100,00% |
15/11/2024 | 7,31% | 0,15 CHF | 0,16 CHF | 145 779 | 50 000 | 146 595 | 50 000 | 19 554 CHF | 7 174 CHF | 100,00% | 100,00% |
14/11/2024 | 10,34% | 0,11 CHF | 0,12 CHF | 147 908 | 50 000 | 149 954 | 50 000 | 13 997 CHF | 5 172 CHF | 99,22% | 99,22% |
13/11/2024 | 14,14% | 0,07 CHF | 0,08 CHF | 151 292 | 50 000 | 150 912 | 49 448 | 10 101 CHF | 3 808 CHF | 99,36% | 99,36% |
12/11/2024 | 11,66% | 0,08 CHF | 0,09 CHF | 150 255 | 50 000 | 149 726 | 50 000 | 12 117 CHF | 4 547 CHF | 100,00% | 100,00% |
11/11/2024 | 6,77% | 0,12 CHF | 0,13 CHF | 145 970 | 50 000 | 144 277 | 50 000 | 20 764 CHF | 7 700 CHF | 100,00% | 100,00% |
08/11/2024 | 27,13% | 0,11 CHF | 0,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 1 542 CHF | 1 995 CHF | 100,00% | 100,00% |
07/11/2024 | 7,66% | 0,15 CHF | 0,16 CHF | 143 055 | 50 000 | 144 967 | 48 696 | 18 551 CHF | 6 720 CHF | 98,73% | 98,73% |