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 | 10,37% | 0,14 CHF | 0,15 CHF | 299 455 | 50 000 | 318 386 | 50 000 | 41 472 CHF | 7 234 CHF | 98,83% | 98,83% |
19/11/2024 | 9,63% | 0,13 CHF | 0,14 CHF | 315 540 | 50 000 | 312 174 | 50 000 | 41 439 CHF | 7 312 CHF | 95,59% | 95,59% |
18/11/2024 | 10,81% | 0,14 CHF | 0,16 CHF | 295 676 | 50 000 | 304 375 | 44 465 | 41 842 CHF | 6 787 CHF | 99,64% | 99,64% |
15/11/2024 | 9,52% | 0,15 CHF | 0,17 CHF | 286 560 | 50 000 | 266 480 | 50 000 | 43 620 CHF | 9 010 CHF | 100,00% | 100,00% |
14/11/2024 | 5,97% | 0,20 CHF | 0,21 CHF | 238 238 | 50 000 | 234 207 | 50 000 | 47 125 CHF | 10 685 CHF | 99,44% | 99,44% |
13/11/2024 | 6,66% | 0,21 CHF | 0,23 CHF | 225 372 | 50 000 | 226 520 | 49 557 | 47 510 CHF | 11 112 CHF | 98,88% | 98,88% |
12/11/2024 | 5,05% | 0,23 CHF | 0,24 CHF | 213 370 | 50 000 | 204 773 | 50 000 | 49 187 CHF | 12 637 CHF | 88,47% | 88,47% |
11/11/2024 | 5,21% | 0,27 CHF | 0,28 CHF | 194 002 | 50 000 | 192 891 | 50 000 | 50 609 CHF | 13 824 CHF | 30,68% | 30,68% |
08/11/2024 | 5,91% | 0,25 CHF | 0,26 CHF | 202 978 | 50 000 | 199 993 | 50 000 | 48 889 CHF | 12 971 CHF | 41,08% | 41,08% |
07/11/2024 | 5,95% | 0,25 CHF | 0,26 CHF | 200 128 | 50 000 | 199 817 | 47 035 | 49 609 CHF | 12 414 CHF | 43,34% | 43,34% |