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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 5,44% | 0,24 CHF | 0,25 CHF | 205 543 | 50 000 | 196 997 | 50 000 | 49 321 CHF | 13 226 CHF | 61,07% | 61,07% |
22/11/2024 | 4,49% | 0,24 CHF | 0,25 CHF | 211 168 | 50 000 | 208 936 | 50 000 | 48 147 CHF | 12 052 CHF | 56,41% | 56,41% |
20/11/2024 | 4,63% | 0,25 CHF | 0,26 CHF | 202 939 | 50 000 | 200 869 | 50 000 | 49 067 CHF | 12 798 CHF | 90,52% | 90,52% |
19/11/2024 | 5,25% | 0,23 CHF | 0,25 CHF | 209 903 | 50 000 | 215 712 | 50 000 | 48 026 CHF | 11 735 CHF | 99,40% | 99,40% |
18/11/2024 | 5,91% | 0,23 CHF | 0,24 CHF | 213 841 | 50 000 | 212 639 | 43 384 | 48 171 CHF | 10 401 CHF | 100,00% | 100,00% |
15/11/2024 | 5,75% | 0,21 CHF | 0,22 CHF | 222 631 | 50 000 | 205 290 | 50 000 | 48 677 CHF | 12 603 CHF | 100,00% | 100,00% |
14/11/2024 | 4,45% | 0,26 CHF | 0,27 CHF | 192 512 | 50 000 | 194 693 | 50 000 | 50 365 CHF | 13 526 CHF | 99,52% | 99,52% |
13/11/2024 | 5,64% | 0,26 CHF | 0,27 CHF | 192 507 | 50 000 | 185 374 | 48 007 | 50 080 CHF | 13 709 CHF | 30,74% | 30,74% |
12/11/2024 | 4,14% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 166 759 | 50 000 | 51 730 CHF | 16 180 CHF | 66,96% | 66,96% |
11/11/2024 | 4,60% | 0,30 CHF | 0,32 CHF | 170 000 | 50 000 | 170 291 | 50 000 | 51 160 CHF | 15 731 CHF | 73,67% | 73,67% |