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 | 3,71% | 0,25 CHF | 0,26 CHF | 201 503 | 50 000 | 194 499 | 50 000 | 51 407 CHF | 13 728 CHF | 44,42% | 44,42% |
19/11/2024 | 3,95% | 0,26 CHF | 0,27 CHF | 199 773 | 50 000 | 199 598 | 50 000 | 49 663 CHF | 12 952 CHF | 79,60% | 79,60% |
18/11/2024 | 3,35% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 176 242 | 50 000 | 51 760 CHF | 15 200 CHF | 100,00% | 100,00% |
15/11/2024 | 2,94% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 154 291 | 50 000 | 51 646 CHF | 17 250 CHF | 100,00% | 100,00% |
14/11/2024 | 3,33% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 175 133 | 50 000 | 51 758 CHF | 15 393 CHF | 99,44% | 99,44% |
13/11/2024 | 3,47% | 0,27 CHF | 0,28 CHF | 199 502 | 50 000 | 179 855 | 49 415 | 50 901 CHF | 14 496 CHF | 81,40% | 81,40% |
12/11/2024 | 3,24% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 171 012 | 50 000 | 52 015 CHF | 15 716 CHF | 100,00% | 100,00% |
11/11/2024 | 2,52% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 132 012 | 50 000 | 51 764 CHF | 20 124 CHF | 100,00% | 100,00% |
08/11/2024 | 2,47% | 0,38 CHF | 0,39 CHF | 140 000 | 25 000 | 129 949 | 25 000 | 52 032 CHF | 10 279 CHF | 100,00% | 100,00% |
07/11/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 100 066 | 24 740 | 52 173 CHF | 13 147 CHF | 99,06% | 99,06% |