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 | 5,32% | 0,24 CHF | 0,25 CHF | 214 956 | 50 000 | 204 184 | 50 000 | 50 716 CHF | 13 118 CHF | 36,93% | 36,93% |
19/11/2024 | 4,79% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 202 035 | 50 000 | 50 754 CHF | 13 180 CHF | 95,06% | 95,06% |
18/11/2024 | 5,55% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 199 397 | 44 465 | 51 515 CHF | 12 120 CHF | 99,64% | 99,64% |
15/11/2024 | 4,72% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 168 786 | 50 000 | 51 382 CHF | 15 974 CHF | 100,00% | 100,00% |
14/11/2024 | 4,69% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 145 015 | 50 000 | 51 922 CHF | 18 783 CHF | 99,44% | 99,44% |
13/11/2024 | 6,46% | 0,37 CHF | 0,40 CHF | 140 000 | 50 000 | 140 015 | 49 557 | 51 765 CHF | 19 545 CHF | 98,88% | 98,88% |
12/11/2024 | 5,75% | 0,39 CHF | 0,42 CHF | 130 000 | 50 000 | 126 405 | 50 000 | 52 294 CHF | 21 923 CHF | 100,00% | 100,00% |
11/11/2024 | 5,39% | 0,43 CHF | 0,46 CHF | 120 000 | 50 000 | 119 680 | 50 000 | 52 993 CHF | 23 369 CHF | 100,00% | 100,00% |
08/11/2024 | 5,61% | 0,42 CHF | 0,44 CHF | 120 000 | 50 000 | 121 147 | 50 000 | 51 010 CHF | 22 274 CHF | 100,00% | 100,00% |
07/11/2024 | 5,74% | 0,42 CHF | 0,45 CHF | 120 000 | 50 000 | 122 666 | 48 703 | 51 450 CHF | 21 652 CHF | 99,06% | 99,06% |