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 | 6,15% | 0,14 CHF | 0,15 CHF | 201 709 | 50 000 | 200 173 | 50 000 | 31 705 CHF | 8 422 CHF | 100,00% | 100,00% |
19/11/2024 | 6,44% | 0,17 CHF | 0,18 CHF | 198 961 | 50 000 | 200 659 | 50 000 | 30 284 CHF | 8 049 CHF | 100,00% | 100,00% |
18/11/2024 | 5,04% | 0,18 CHF | 0,19 CHF | 198 119 | 50 000 | 197 332 | 50 000 | 38 273 CHF | 10 200 CHF | 100,00% | 100,00% |
15/11/2024 | 4,17% | 0,23 CHF | 0,24 CHF | 194 697 | 50 000 | 194 425 | 50 000 | 45 685 CHF | 12 250 CHF | 100,00% | 100,00% |
14/11/2024 | 5,02% | 0,24 CHF | 0,25 CHF | 194 264 | 50 000 | 197 902 | 50 000 | 39 096 CHF | 10 393 CHF | 99,44% | 99,44% |
13/11/2024 | 5,41% | 0,17 CHF | 0,18 CHF | 199 458 | 50 000 | 197 965 | 49 519 | 35 734 CHF | 9 436 CHF | 98,88% | 98,88% |
12/11/2024 | 4,79% | 0,18 CHF | 0,19 CHF | 197 625 | 50 000 | 195 825 | 50 000 | 40 006 CHF | 10 716 CHF | 100,00% | 100,00% |
11/11/2024 | 3,34% | 0,26 CHF | 0,27 CHF | 190 415 | 50 000 | 175 319 | 50 000 | 51 557 CHF | 15 226 CHF | 100,00% | 100,00% |
08/11/2024 | 3,25% | 0,28 CHF | 0,29 CHF | 188 362 | 25 000 | 170 225 | 25 000 | 51 561 CHF | 7 847 CHF | 87,42% | 87,42% |
07/11/2024 | 2,36% | 0,40 CHF | 0,41 CHF | 130 000 | 25 000 | 122 265 | 24 740 | 51 619 CHF | 10 702 CHF | 99,06% | 99,06% |