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 | 5,93% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 277 186 | 50 000 | 50 661 CHF | 9 717 CHF | 92,81% | 92,81% |
19/11/2024 | 6,16% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 303 616 | 50 000 | 51 027 CHF | 8 944 CHF | 99,53% | 99,53% |
18/11/2024 | 6,97% | 0,19 CHF | 0,20 CHF | 270 000 | 50 000 | 285 106 | 44 487 | 50 709 CHF | 8 497 CHF | 100,00% | 100,00% |
15/11/2024 | 6,88% | 0,15 CHF | 0,16 CHF | 340 000 | 50 000 | 309 778 | 50 000 | 51 019 CHF | 8 844 CHF | 92,47% | 92,47% |
14/11/2024 | 6,16% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 279 922 | 50 000 | 50 493 CHF | 9 597 CHF | 98,20% | 98,20% |
13/11/2024 | 6,49% | 0,17 CHF | 0,18 CHF | 300 000 | 50 000 | 286 879 | 49 700 | 50 809 CHF | 9 409 CHF | 98,35% | 98,35% |
12/11/2024 | 5,73% | 0,19 CHF | 0,21 CHF | 270 000 | 50 000 | 246 226 | 50 000 | 50 428 CHF | 10 862 CHF | 97,69% | 97,69% |
11/11/2024 | 4,90% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 216 912 | 50 000 | 50 538 CHF | 12 240 CHF | 100,00% | 100,00% |
08/11/2024 | 5,39% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 245 216 | 50 000 | 50 232 CHF | 10 818 CHF | 96,30% | 96,30% |
07/11/2024 | 5,39% | 0,19 CHF | 0,21 CHF | 270 000 | 50 000 | 240 416 | 48 588 | 50 383 CHF | 10 756 CHF | 91,03% | 91,03% |