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 | 5,79% | 0,17 CHF | 0,18 CHF | 204 563 | 50 000 | 193 124 | 50 000 | 34 946 CHF | 9 598 CHF | 100,00% | 100,00% |
19/11/2024 | 7,26% | 0,17 CHF | 0,19 CHF | 197 037 | 50 000 | 195 053 | 50 000 | 34 356 CHF | 9 479 CHF | 99,99% | 99,99% |
18/11/2024 | 6,65% | 0,19 CHF | 0,21 CHF | 180 102 | 50 000 | 177 139 | 44 486 | 35 267 CHF | 9 415 CHF | 100,00% | 100,00% |
15/11/2024 | 4,91% | 0,22 CHF | 0,23 CHF | 169 449 | 50 000 | 169 960 | 50 000 | 36 857 CHF | 11 392 CHF | 100,00% | 100,00% |
14/11/2024 | 4,98% | 0,22 CHF | 0,23 CHF | 165 681 | 50 000 | 169 540 | 50 000 | 37 082 CHF | 11 501 CHF | 97,75% | 97,75% |
13/11/2024 | 5,84% | 0,20 CHF | 0,21 CHF | 181 250 | 50 000 | 175 185 | 49 710 | 35 771 CHF | 10 770 CHF | 99,36% | 99,36% |
12/11/2024 | 4,92% | 0,22 CHF | 0,23 CHF | 167 722 | 50 000 | 153 745 | 50 000 | 37 491 CHF | 12 822 CHF | 100,00% | 100,00% |
11/11/2024 | 3,83% | 0,28 CHF | 0,29 CHF | 142 740 | 50 000 | 142 180 | 50 000 | 39 385 CHF | 14 393 CHF | 100,00% | 100,00% |
08/11/2024 | 4,67% | 0,25 CHF | 0,26 CHF | 153 757 | 50 000 | 154 052 | 50 000 | 37 497 CHF | 12 756 CHF | 99,47% | 99,47% |
07/11/2024 | 5,17% | 0,26 CHF | 0,27 CHF | 146 231 | 50 000 | 161 815 | 48 736 | 37 756 CHF | 12 030 CHF | 95,06% | 95,06% |