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 | 4,49% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 204 904 | 50 000 | 50 232 CHF | 12 832 CHF | 100,00% | 100,00% |
19/11/2024 | 4,76% | 0,24 CHF | 0,26 CHF | 210 000 | 50 000 | 213 168 | 50 000 | 50 457 CHF | 12 420 CHF | 99,99% | 99,99% |
18/11/2024 | 6,07% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 237 575 | 44 487 | 50 427 CHF | 10 027 CHF | 100,00% | 100,00% |
15/11/2024 | 5,96% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 241 856 | 50 000 | 50 310 CHF | 11 047 CHF | 100,00% | 100,00% |
14/11/2024 | 4,96% | 0,24 CHF | 0,26 CHF | 210 000 | 50 000 | 216 035 | 50 000 | 50 515 CHF | 12 294 CHF | 98,83% | 98,83% |
13/11/2024 | 5,30% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 221 313 | 49 680 | 50 521 CHF | 11 976 CHF | 92,01% | 92,01% |
12/11/2024 | 4,19% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 195 738 | 50 000 | 51 465 CHF | 13 718 CHF | 100,00% | 100,00% |
11/11/2024 | 4,19% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 178 277 | 50 000 | 51 301 CHF | 15 009 CHF | 99,81% | 99,81% |
08/11/2024 | 4,27% | 0,25 CHF | 0,27 CHF | 200 000 | 50 000 | 197 625 | 50 000 | 51 381 CHF | 13 575 CHF | 100,00% | 100,00% |
07/11/2024 | 4,25% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 191 780 | 48 703 | 51 539 CHF | 13 640 CHF | 99,13% | 99,13% |