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 | 6,45% | 0,13 CHF | 0,14 CHF | 202 031 | 50 000 | 200 266 | 50 000 | 30 192 CHF | 8 041 CHF | 100,00% | 100,00% |
19/11/2024 | 6,77% | 0,16 CHF | 0,17 CHF | 199 186 | 50 000 | 200 518 | 50 000 | 28 813 CHF | 7 688 CHF | 100,00% | 100,00% |
18/11/2024 | 5,19% | 0,18 CHF | 0,19 CHF | 198 012 | 50 000 | 197 399 | 50 000 | 37 170 CHF | 9 917 CHF | 100,00% | 100,00% |
15/11/2024 | 4,30% | 0,22 CHF | 0,23 CHF | 194 824 | 50 000 | 194 421 | 50 000 | 44 270 CHF | 11 886 CHF | 100,00% | 100,00% |
14/11/2024 | 5,19% | 0,23 CHF | 0,24 CHF | 194 541 | 50 000 | 197 942 | 50 000 | 37 857 CHF | 10 079 CHF | 99,44% | 99,44% |
13/11/2024 | 5,59% | 0,17 CHF | 0,18 CHF | 198 918 | 50 000 | 197 948 | 49 519 | 34 498 CHF | 9 129 CHF | 98,88% | 98,88% |
12/11/2024 | 4,99% | 0,17 CHF | 0,18 CHF | 197 846 | 50 000 | 195 934 | 50 000 | 38 331 CHF | 10 283 CHF | 100,00% | 100,00% |
11/11/2024 | 3,37% | 0,28 CHF | 0,29 CHF | 188 981 | 50 000 | 176 684 | 50 000 | 51 598 CHF | 15 110 CHF | 81,26% | 81,26% |
08/11/2024 | 3,34% | 0,28 CHF | 0,29 CHF | 188 546 | 25 000 | 174 695 | 25 000 | 51 471 CHF | 7 639 CHF | 90,88% | 90,88% |
07/11/2024 | 2,43% | 0,39 CHF | 0,40 CHF | 130 000 | 25 000 | 125 113 | 24 740 | 51 797 CHF | 10 503 CHF | 99,06% | 99,06% |