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 | 8,21% | 0,16 CHF | 0,18 CHF | 265 317 | 50 000 | 266 142 | 50 000 | 42 685 CHF | 8 710 CHF | 100,00% | 100,00% |
19/11/2024 | 9,02% | 0,15 CHF | 0,16 CHF | 288 846 | 50 000 | 289 779 | 50 000 | 41 483 CHF | 7 834 CHF | 99,40% | 99,40% |
18/11/2024 | 10,19% | 0,15 CHF | 0,16 CHF | 286 184 | 50 000 | 286 439 | 43 384 | 41 400 CHF | 6 915 CHF | 100,00% | 100,00% |
15/11/2024 | 7,90% | 0,13 CHF | 0,14 CHF | 306 678 | 50 000 | 275 479 | 50 000 | 42 170 CHF | 8 321 CHF | 100,00% | 100,00% |
14/11/2024 | 7,22% | 0,17 CHF | 0,18 CHF | 252 935 | 50 000 | 258 656 | 50 000 | 43 560 CHF | 9 052 CHF | 99,52% | 99,52% |
13/11/2024 | 7,15% | 0,17 CHF | 0,18 CHF | 252 942 | 50 000 | 242 084 | 49 383 | 43 939 CHF | 9 625 CHF | 99,32% | 99,32% |
12/11/2024 | 6,98% | 0,19 CHF | 0,20 CHF | 232 869 | 50 000 | 220 022 | 50 000 | 45 613 CHF | 11 123 CHF | 100,00% | 100,00% |
11/11/2024 | 6,62% | 0,20 CHF | 0,22 CHF | 226 524 | 50 000 | 225 153 | 50 000 | 45 372 CHF | 10 768 CHF | 100,00% | 100,00% |
08/11/2024 | 5,30% | 0,20 CHF | 0,22 CHF | 221 935 | 50 000 | 227 492 | 50 000 | 45 502 CHF | 10 546 CHF | 100,00% | 100,00% |
07/11/2024 | 8,41% | 0,19 CHF | 0,20 CHF | 239 895 | 50 000 | 245 110 | 48 444 | 43 493 CHF | 9 335 CHF | 99,13% | 99,13% |