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 | 4,27% | 0,44 CHF | 0,46 CHF | 120 000 | 50 000 | 106 424 | 50 000 | 51 657 CHF | 25 369 CHF | 100,00% | 100,00% |
19/11/2024 | 4,43% | 0,45 CHF | 0,48 CHF | 120 000 | 50 000 | 110 391 | 50 000 | 52 372 CHF | 24 806 CHF | 100,00% | 100,00% |
18/11/2024 | 6,09% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 121 613 | 44 486 | 51 749 CHF | 20 096 CHF | 100,00% | 100,00% |
15/11/2024 | 4,85% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 51 734 CHF | 22 628 CHF | 100,00% | 100,00% |
14/11/2024 | 4,79% | 0,44 CHF | 0,46 CHF | 120 000 | 50 000 | 120 124 | 50 000 | 51 832 CHF | 22 634 CHF | 99,27% | 99,27% |
13/11/2024 | 5,27% | 0,42 CHF | 0,44 CHF | 120 000 | 50 000 | 129 863 | 49 435 | 52 114 CHF | 20 907 CHF | 99,40% | 99,40% |
12/11/2024 | 4,62% | 0,44 CHF | 0,46 CHF | 120 000 | 50 000 | 119 602 | 50 000 | 52 587 CHF | 23 026 CHF | 100,00% | 100,00% |
11/11/2024 | 5,02% | 0,42 CHF | 0,44 CHF | 120 000 | 50 000 | 124 140 | 50 000 | 51 613 CHF | 21 870 CHF | 100,00% | 100,00% |
08/11/2024 | 5,46% | 0,40 CHF | 0,42 CHF | 130 000 | 50 000 | 143 097 | 50 000 | 51 888 CHF | 19 198 CHF | 100,00% | 100,00% |
07/11/2024 | 5,91% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 142 737 | 48 722 | 51 002 CHF | 18 460 CHF | 98,89% | 98,89% |