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 | 4,00% | 0,25 CHF | 0,26 CHF | 166 723 | 75 000 | 167 257 | 75 000 | 41 038 CHF | 19 153 CHF | 100,00% | 100,00% |
19/11/2024 | 4,64% | 0,23 CHF | 0,24 CHF | 167 916 | 75 000 | 168 439 | 75 000 | 36 934 CHF | 17 227 CHF | 99,40% | 99,40% |
18/11/2024 | 4,64% | 0,24 CHF | 0,25 CHF | 167 435 | 75 000 | 168 330 | 75 000 | 39 009 CHF | 18 208 CHF | 100,00% | 100,00% |
15/11/2024 | 4,20% | 0,25 CHF | 0,27 CHF | 167 275 | 75 000 | 165 047 | 75 000 | 47 696 CHF | 22 607 CHF | 100,00% | 100,00% |
14/11/2024 | 3,87% | 0,32 CHF | 0,33 CHF | 164 103 | 75 000 | 165 513 | 75 000 | 46 928 CHF | 22 118 CHF | 58,57% | 58,57% |
13/11/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 149 724 | 74 442 | 51 876 CHF | 26 593 CHF | 99,32% | 99,32% |
12/11/2024 | 2,92% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 134 284 | 75 000 | 52 038 CHF | 29 953 CHF | 100,00% | 100,00% |
11/11/2024 | 2,58% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 118 810 | 75 000 | 52 159 CHF | 33 826 CHF | 100,00% | 100,00% |
08/11/2024 | 2,57% | 0,43 CHF | 0,45 CHF | 120 000 | 75 000 | 112 075 | 75 000 | 51 985 CHF | 35 729 CHF | 100,00% | 100,00% |
07/11/2024 | 2,39% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 94 690 | 72 407 | 52 871 CHF | 41 354 CHF | 99,13% | 99,13% |