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 | - | 0,16 CHF | 0,21 CHF | 181 638 | 25 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
22/11/2024 | 5,54% | 0,18 CHF | 0,19 CHF | 178 567 | 50 000 | 185 107 | 50 000 | 32 505 CHF | 9 283 CHF | 100,00% | 100,00% |
20/11/2024 | 5,19% | 0,17 CHF | 0,18 CHF | 186 115 | 50 000 | 177 724 | 50 000 | 33 457 CHF | 9 925 CHF | 100,00% | 100,00% |
19/11/2024 | 5,61% | 0,18 CHF | 0,19 CHF | 186 377 | 50 000 | 189 313 | 50 000 | 32 813 CHF | 9 180 CHF | 100,00% | 100,00% |
18/11/2024 | 6,06% | 0,20 CHF | 0,21 CHF | 175 174 | 50 000 | 174 233 | 44 486 | 33 647 CHF | 9 043 CHF | 100,00% | 100,00% |
15/11/2024 | 4,31% | 0,22 CHF | 0,23 CHF | 155 923 | 50 000 | 152 683 | 50 000 | 34 706 CHF | 11 868 CHF | 100,00% | 100,00% |
14/11/2024 | 3,73% | 0,25 CHF | 0,26 CHF | 142 811 | 50 000 | 139 547 | 50 000 | 36 887 CHF | 13 724 CHF | 99,27% | 99,27% |
13/11/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 135 333 | 50 000 | 137 030 | 49 694 | 36 862 CHF | 13 881 CHF | 98,49% | 98,49% |
12/11/2024 | 4,04% | 0,27 CHF | 0,28 CHF | 136 085 | 50 000 | 138 049 | 50 000 | 37 079 CHF | 13 983 CHF | 100,00% | 100,00% |
11/11/2024 | 3,35% | 0,30 CHF | 0,31 CHF | 129 248 | 50 000 | 129 627 | 50 000 | 38 092 CHF | 15 198 CHF | 100,00% | 100,00% |