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 | 3,47% | 0,27 CHF | 0,28 CHF | 159 344 | 50 000 | 154 861 | 50 000 | 43 843 CHF | 14 659 CHF | 100,00% | 100,00% |
19/11/2024 | 3,67% | 0,26 CHF | 0,27 CHF | 163 553 | 50 000 | 162 337 | 50 000 | 43 458 CHF | 13 889 CHF | 99,99% | 99,99% |
18/11/2024 | 4,53% | 0,27 CHF | 0,28 CHF | 165 184 | 50 000 | 164 672 | 43 384 | 43 436 CHF | 11 951 CHF | 100,00% | 100,00% |
15/11/2024 | 4,06% | 0,25 CHF | 0,26 CHF | 167 743 | 50 000 | 176 537 | 50 000 | 42 612 CHF | 12 582 CHF | 100,00% | 100,00% |
14/11/2024 | 4,45% | 0,23 CHF | 0,24 CHF | 180 339 | 50 000 | 187 545 | 50 000 | 41 193 CHF | 11 486 CHF | 99,27% | 99,27% |
13/11/2024 | 4,54% | 0,22 CHF | 0,23 CHF | 188 619 | 50 000 | 184 193 | 49 436 | 40 580 CHF | 11 393 CHF | 99,40% | 99,40% |
12/11/2024 | 4,12% | 0,23 CHF | 0,24 CHF | 180 384 | 50 000 | 178 893 | 50 000 | 42 498 CHF | 12 377 CHF | 100,00% | 100,00% |
11/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 170 177 | 50 000 | 167 332 | 50 000 | 43 669 CHF | 13 550 CHF | 100,00% | 100,00% |
08/11/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 172 027 | 50 000 | 175 755 | 50 000 | 41 686 CHF | 12 361 CHF | 100,00% | 100,00% |
07/11/2024 | 4,06% | 0,25 CHF | 0,26 CHF | 172 439 | 50 000 | 169 890 | 48 703 | 43 011 CHF | 12 819 CHF | 99,23% | 99,23% |