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 | 10,03% | 0,20 CHF | 0,22 CHF | 146 206 | 50 000 | 142 709 | 50 000 | 29 884 CHF | 11 602 CHF | 100,00% | 100,00% |
19/11/2024 | 6,04% | 0,23 CHF | 0,25 CHF | 138 449 | 50 000 | 139 602 | 50 000 | 32 189 CHF | 12 264 CHF | 99,99% | 99,99% |
18/11/2024 | 6,87% | 0,23 CHF | 0,25 CHF | 139 082 | 50 000 | 141 884 | 44 429 | 30 865 CHF | 10 403 CHF | 98,96% | 98,96% |
15/11/2024 | 5,05% | 0,21 CHF | 0,22 CHF | 147 118 | 50 000 | 151 502 | 50 000 | 29 250 CHF | 10 157 CHF | 96,45% | 96,45% |
14/11/2024 | 4,81% | 0,21 CHF | 0,22 CHF | 148 994 | 50 000 | 149 517 | 50 000 | 30 385 CHF | 10 670 CHF | 96,15% | 96,15% |
13/11/2024 | 6,56% | 0,14 CHF | 0,15 CHF | 180 317 | 50 000 | 174 132 | 49 711 | 26 052 CHF | 7 946 CHF | 99,36% | 99,36% |
12/11/2024 | 5,94% | 0,16 CHF | 0,17 CHF | 171 872 | 50 000 | 166 256 | 50 000 | 27 224 CHF | 8 700 CHF | 100,00% | 100,00% |
11/11/2024 | 5,24% | 0,21 CHF | 0,22 CHF | 146 682 | 50 000 | 138 062 | 50 000 | 36 036 CHF | 13 826 CHF | 99,48% | 99,48% |
08/11/2024 | 6,21% | 0,30 CHF | 0,32 CHF | 130 940 | 50 000 | 131 411 | 50 000 | 40 489 CHF | 16 403 CHF | 99,49% | 99,49% |
07/11/2024 | 5,34% | 0,31 CHF | 0,33 CHF | 134 752 | 50 000 | 134 013 | 48 669 | 41 754 CHF | 16 023 CHF | 96,52% | 96,52% |