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 | 4,45% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 190 007 | 50 000 | 51 518 CHF | 14 193 CHF | 98,83% | 98,83% |
19/11/2024 | 4,91% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 187 034 | 50 000 | 51 023 CHF | 14 335 CHF | 95,59% | 95,59% |
18/11/2024 | 5,57% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 181 646 | 44 465 | 50 910 CHF | 13 159 CHF | 99,64% | 99,64% |
15/11/2024 | 4,25% | 0,30 CHF | 0,32 CHF | 170 000 | 50 000 | 159 404 | 50 000 | 51 582 CHF | 16 896 CHF | 100,00% | 100,00% |
14/11/2024 | 3,93% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 139 703 | 50 000 | 51 919 CHF | 19 330 CHF | 99,44% | 99,44% |
13/11/2024 | 3,37% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 135 331 | 49 557 | 52 017 CHF | 19 710 CHF | 98,88% | 98,88% |
12/11/2024 | 5,88% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 120 742 | 50 000 | 51 303 CHF | 22 535 CHF | 100,00% | 100,00% |
11/11/2024 | 5,22% | 0,44 CHF | 0,46 CHF | 120 000 | 50 000 | 115 153 | 50 000 | 52 047 CHF | 23 829 CHF | 100,00% | 100,00% |
08/11/2024 | 5,48% | 0,43 CHF | 0,46 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 51 980 CHF | 22 877 CHF | 100,00% | 100,00% |
07/11/2024 | 5,63% | 0,43 CHF | 0,46 CHF | 120 000 | 50 000 | 120 425 | 48 703 | 51 844 CHF | 22 190 CHF | 99,06% | 99,06% |