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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 4,11% | 0,25 CHF | 0,26 CHF | 197 581 | 100 000 | 197 835 | 100 000 | 47 249 CHF | 24 889 CHF | 60,39% | 60,39% |
20/11/2024 | 4,00% | 0,23 CHF | 0,24 CHF | 197 464 | 100 000 | 196 160 | 100 000 | 48 201 CHF | 25 578 CHF | 62,56% | 62,56% |
19/11/2024 | 4,95% | 0,21 CHF | 0,22 CHF | 199 193 | 100 000 | 200 189 | 100 000 | 39 511 CHF | 20 739 CHF | 100,00% | 100,00% |
18/11/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 197 559 | 100 000 | 198 014 | 100 000 | 45 818 CHF | 24 140 CHF | 100,00% | 100,00% |
15/11/2024 | 4,96% | 0,19 CHF | 0,20 CHF | 201 687 | 100 000 | 201 533 | 100 000 | 39 695 CHF | 20 700 CHF | 100,00% | 100,00% |
14/11/2024 | 5,43% | 0,20 CHF | 0,21 CHF | 201 436 | 100 000 | 203 104 | 100 000 | 36 476 CHF | 18 963 CHF | 99,22% | 99,22% |
13/11/2024 | 5,61% | 0,17 CHF | 0,18 CHF | 203 359 | 100 000 | 202 213 | 99 159 | 35 463 CHF | 18 386 CHF | 99,36% | 99,36% |
12/11/2024 | 4,65% | 0,16 CHF | 0,17 CHF | 203 372 | 100 000 | 198 618 | 100 000 | 42 066 CHF | 22 202 CHF | 97,72% | 97,72% |
11/11/2024 | 2,96% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 155 552 | 100 000 | 51 849 CHF | 34 377 CHF | 100,00% | 100,00% |
08/11/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 159 375 | 100 000 | 51 772 CHF | 33 511 CHF | 100,00% | 100,00% |