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 | 3,10% | 0,31 CHF | 0,32 CHF | 162 105 | 50 000 | 158 605 | 50 000 | 50 466 CHF | 16 411 CHF | 100,00% | 100,00% |
19/11/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 165 657 | 50 000 | 164 275 | 50 000 | 49 536 CHF | 15 581 CHF | 85,48% | 85,48% |
18/11/2024 | 4,01% | 0,31 CHF | 0,32 CHF | 164 550 | 50 000 | 165 728 | 43 384 | 49 483 CHF | 13 469 CHF | 100,00% | 100,00% |
15/11/2024 | 3,53% | 0,28 CHF | 0,29 CHF | 171 549 | 50 000 | 176 189 | 50 000 | 49 062 CHF | 14 433 CHF | 90,78% | 90,78% |
14/11/2024 | 3,85% | 0,27 CHF | 0,28 CHF | 183 281 | 50 000 | 187 725 | 50 000 | 47 834 CHF | 13 244 CHF | 99,27% | 99,27% |
13/11/2024 | 3,89% | 0,25 CHF | 0,26 CHF | 185 293 | 50 000 | 183 763 | 49 436 | 46 939 CHF | 13 126 CHF | 99,40% | 99,40% |
12/11/2024 | 3,62% | 0,26 CHF | 0,27 CHF | 180 779 | 50 000 | 177 033 | 50 000 | 47 998 CHF | 14 057 CHF | 100,00% | 100,00% |
11/11/2024 | 3,34% | 0,29 CHF | 0,30 CHF | 168 592 | 50 000 | 167 080 | 50 000 | 49 194 CHF | 15 222 CHF | 100,00% | 100,00% |
08/11/2024 | 3,60% | 0,28 CHF | 0,29 CHF | 175 887 | 50 000 | 177 060 | 50 000 | 48 316 CHF | 14 146 CHF | 93,47% | 93,47% |
07/11/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 170 384 | 50 000 | 170 241 | 48 703 | 48 924 CHF | 14 476 CHF | 99,23% | 99,23% |