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 | 4,42% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 228 442 | 50 000 | 50 512 CHF | 11 578 CHF | 91,15% | 91,15% |
19/11/2024 | 4,22% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 217 723 | 50 000 | 50 513 CHF | 12 114 CHF | 99,99% | 99,99% |
18/11/2024 | 5,17% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 223 749 | 44 487 | 50 584 CHF | 10 607 CHF | 100,00% | 100,00% |
15/11/2024 | 4,61% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 237 822 | 50 000 | 50 430 CHF | 11 109 CHF | 97,60% | 97,60% |
14/11/2024 | 4,46% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 230 737 | 50 000 | 50 556 CHF | 11 463 CHF | 96,15% | 96,15% |
13/11/2024 | 5,33% | 0,18 CHF | 0,19 CHF | 280 000 | 50 000 | 271 371 | 49 816 | 49 993 CHF | 9 679 CHF | 84,99% | 84,99% |
12/11/2024 | 5,04% | 0,19 CHF | 0,20 CHF | 262 778 | 50 000 | 259 907 | 50 000 | 50 246 CHF | 10 174 CHF | 87,99% | 87,99% |
11/11/2024 | 3,89% | 0,22 CHF | 0,23 CHF | 230 000 | 50 000 | 201 365 | 50 000 | 50 769 CHF | 13 168 CHF | 99,48% | 99,48% |
08/11/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 181 413 | 50 000 | 50 954 CHF | 14 558 CHF | 99,86% | 99,86% |
07/11/2024 | 3,67% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 181 874 | 48 669 | 51 271 CHF | 14 259 CHF | 96,52% | 96,52% |