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 | 9,81% | 0,12 CHF | 0,13 CHF | 265 023 | 50 000 | 253 657 | 50 000 | 32 378 CHF | 7 050 CHF | 100,00% | 100,00% |
19/11/2024 | 9,58% | 0,12 CHF | 0,13 CHF | 268 200 | 50 000 | 278 017 | 50 000 | 32 727 CHF | 6 480 CHF | 100,00% | 100,00% |
18/11/2024 | 9,54% | 0,13 CHF | 0,14 CHF | 264 235 | 50 000 | 259 930 | 43 384 | 33 735 CHF | 6 134 CHF | 100,00% | 100,00% |
15/11/2024 | 7,79% | 0,14 CHF | 0,15 CHF | 252 065 | 50 000 | 248 730 | 50 000 | 34 804 CHF | 7 566 CHF | 100,00% | 100,00% |
14/11/2024 | 8,01% | 0,14 CHF | 0,15 CHF | 242 408 | 50 000 | 239 503 | 50 000 | 34 826 CHF | 7 877 CHF | 99,27% | 99,27% |
13/11/2024 | 7,79% | 0,14 CHF | 0,15 CHF | 249 486 | 50 000 | 245 108 | 49 375 | 34 086 CHF | 7 429 CHF | 99,40% | 99,40% |
12/11/2024 | 8,93% | 0,15 CHF | 0,16 CHF | 230 786 | 50 000 | 224 255 | 50 000 | 35 470 CHF | 8 654 CHF | 100,00% | 100,00% |
11/11/2024 | 7,72% | 0,17 CHF | 0,19 CHF | 208 944 | 50 000 | 207 824 | 50 000 | 35 992 CHF | 9 355 CHF | 100,00% | 100,00% |
08/11/2024 | 7,62% | 0,15 CHF | 0,16 CHF | 227 340 | 50 000 | 231 089 | 50 000 | 34 579 CHF | 8 076 CHF | 100,00% | 100,00% |
07/11/2024 | 8,59% | 0,15 CHF | 0,17 CHF | 227 236 | 50 000 | 229 553 | 48 743 | 35 234 CHF | 8 158 CHF | 99,06% | 99,06% |