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 | 14,07% | 0,30 CHF | 0,35 CHF | 119 400 | 50 000 | 112 172 | 50 000 | 39 338 CHF | 20 203 CHF | 100,00% | 100,00% |
19/11/2024 | 8,64% | 0,32 CHF | 0,35 CHF | 118 083 | 50 000 | 114 250 | 50 000 | 39 809 CHF | 19 002 CHF | 100,00% | 100,00% |
18/11/2024 | 9,20% | 0,28 CHF | 0,30 CHF | 125 004 | 50 000 | 126 394 | 44 486 | 34 958 CHF | 13 465 CHF | 100,00% | 100,00% |
15/11/2024 | 7,26% | 0,28 CHF | 0,31 CHF | 126 431 | 50 000 | 127 136 | 50 000 | 36 056 CHF | 15 251 CHF | 100,00% | 100,00% |
14/11/2024 | 7,30% | 0,29 CHF | 0,31 CHF | 127 481 | 50 000 | 129 472 | 50 000 | 36 655 CHF | 15 233 CHF | 99,27% | 99,27% |
13/11/2024 | 8,22% | 0,27 CHF | 0,29 CHF | 132 657 | 50 000 | 137 476 | 49 435 | 34 165 CHF | 13 336 CHF | 99,40% | 99,40% |
12/11/2024 | 6,98% | 0,29 CHF | 0,31 CHF | 129 542 | 50 000 | 128 588 | 50 000 | 37 541 CHF | 15 659 CHF | 100,00% | 100,00% |
11/11/2024 | 7,63% | 0,27 CHF | 0,29 CHF | 135 114 | 50 000 | 136 996 | 50 000 | 36 201 CHF | 14 265 CHF | 100,00% | 100,00% |
08/11/2024 | 9,47% | 0,25 CHF | 0,27 CHF | 142 797 | 50 000 | 157 997 | 50 000 | 32 667 CHF | 11 420 CHF | 100,00% | 100,00% |
07/11/2024 | 10,43% | 0,18 CHF | 0,21 CHF | 166 280 | 50 000 | 160 263 | 48 722 | 32 248 CHF | 10 868 CHF | 98,89% | 98,89% |