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 | 6,93% | 0,16 CHF | 0,17 CHF | 166 867 | 75 000 | 167 167 | 75 000 | 24 708 CHF | 11 882 CHF | 100,00% | 100,00% |
19/11/2024 | 7,84% | 0,13 CHF | 0,14 CHF | 168 154 | 75 000 | 168 438 | 75 000 | 20 726 CHF | 9 980 CHF | 99,40% | 99,40% |
18/11/2024 | 7,81% | 0,14 CHF | 0,15 CHF | 167 752 | 75 000 | 168 375 | 75 000 | 22 929 CHF | 11 043 CHF | 100,00% | 100,00% |
15/11/2024 | 5,50% | 0,16 CHF | 0,17 CHF | 167 344 | 75 000 | 165 131 | 75 000 | 32 156 CHF | 15 431 CHF | 100,00% | 100,00% |
14/11/2024 | 5,29% | 0,20 CHF | 0,21 CHF | 164 455 | 75 000 | 165 205 | 75 000 | 32 253 CHF | 15 443 CHF | 99,52% | 99,52% |
13/11/2024 | 4,29% | 0,24 CHF | 0,25 CHF | 161 717 | 75 000 | 160 781 | 74 442 | 40 184 CHF | 19 415 CHF | 99,32% | 99,32% |
12/11/2024 | 3,71% | 0,28 CHF | 0,29 CHF | 158 840 | 75 000 | 158 232 | 75 000 | 46 168 CHF | 22 711 CHF | 100,00% | 100,00% |
11/11/2024 | 3,23% | 0,32 CHF | 0,34 CHF | 156 139 | 75 000 | 147 398 | 75 000 | 51 230 CHF | 26 963 CHF | 52,04% | 52,04% |
08/11/2024 | 3,24% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 140 471 | 75 000 | 51 618 CHF | 28 501 CHF | 100,00% | 100,00% |
07/11/2024 | 2,71% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 112 521 | 72 407 | 51 940 CHF | 34 342 CHF | 99,13% | 99,13% |