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 | 5,80% | 0,17 CHF | 0,18 CHF | 187 516 | 50 000 | 193 080 | 50 000 | 32 362 CHF | 8 881 CHF | 100,00% | 100,00% |
19/11/2024 | 6,38% | 0,16 CHF | 0,17 CHF | 205 770 | 50 000 | 209 609 | 50 000 | 31 838 CHF | 8 097 CHF | 99,94% | 99,94% |
18/11/2024 | 7,12% | 0,16 CHF | 0,17 CHF | 203 346 | 50 000 | 201 613 | 44 467 | 31 456 CHF | 7 410 CHF | 99,63% | 99,63% |
15/11/2024 | 5,86% | 0,16 CHF | 0,17 CHF | 199 717 | 50 000 | 198 677 | 50 000 | 32 917 CHF | 8 786 CHF | 99,98% | 99,98% |
14/11/2024 | 5,34% | 0,18 CHF | 0,19 CHF | 185 556 | 50 000 | 185 777 | 50 000 | 33 899 CHF | 9 623 CHF | 99,44% | 99,44% |
13/11/2024 | 5,20% | 0,19 CHF | 0,20 CHF | 182 788 | 50 000 | 183 925 | 49 819 | 34 481 CHF | 9 838 CHF | 98,88% | 98,88% |
12/11/2024 | 4,89% | 0,20 CHF | 0,21 CHF | 178 789 | 50 000 | 173 272 | 50 000 | 34 578 CHF | 10 478 CHF | 99,99% | 99,99% |
11/11/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 164 786 | 50 000 | 163 056 | 50 000 | 35 512 CHF | 11 391 CHF | 100,00% | 100,00% |
08/11/2024 | 4,41% | 0,22 CHF | 0,23 CHF | 163 637 | 50 000 | 159 950 | 50 000 | 35 492 CHF | 11 595 CHF | 88,69% | 88,69% |
07/11/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 158 813 | 50 000 | 157 764 | 48 703 | 35 980 CHF | 11 593 CHF | 99,06% | 99,06% |