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 | 5,24% | 0,19 CHF | 0,20 CHF | 166 823 | 75 000 | 167 243 | 75 000 | 31 094 CHF | 14 695 CHF | 100,00% | 100,00% |
19/11/2024 | 6,72% | 0,17 CHF | 0,18 CHF | 167 980 | 75 000 | 168 391 | 75 000 | 26 889 CHF | 12 807 CHF | 99,40% | 99,40% |
18/11/2024 | 6,16% | 0,18 CHF | 0,19 CHF | 167 499 | 75 000 | 168 333 | 75 000 | 29 075 CHF | 13 778 CHF | 100,00% | 100,00% |
15/11/2024 | 4,23% | 0,20 CHF | 0,21 CHF | 167 320 | 75 000 | 165 046 | 75 000 | 38 426 CHF | 18 219 CHF | 100,00% | 100,00% |
14/11/2024 | 4,55% | 0,24 CHF | 0,25 CHF | 164 717 | 75 000 | 165 233 | 75 000 | 38 483 CHF | 18 286 CHF | 99,52% | 99,52% |
13/11/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 161 790 | 75 000 | 160 752 | 74 442 | 46 149 CHF | 22 168 CHF | 99,32% | 99,32% |
12/11/2024 | 3,20% | 0,32 CHF | 0,33 CHF | 158 687 | 75 000 | 156 262 | 75 000 | 50 957 CHF | 25 274 CHF | 70,05% | 70,05% |
11/11/2024 | 2,97% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 135 583 | 75 000 | 51 571 CHF | 29 438 CHF | 100,00% | 100,00% |
08/11/2024 | 2,92% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 128 933 | 75 000 | 52 170 CHF | 31 288 CHF | 100,00% | 100,00% |
07/11/2024 | 2,75% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 104 512 | 72 407 | 52 127 CHF | 37 094 CHF | 99,13% | 99,13% |