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 | 3,61% | 0,32 CHF | 0,34 CHF | 118 607 | 50 000 | 115 011 | 50 000 | 37 851 CHF | 17 061 CHF | 14,13% | 100,00% |
19/11/2024 | 4,40% | 0,32 CHF | 0,34 CHF | 116 585 | 50 000 | 122 442 | 50 000 | 35 615 CHF | 15 227 CHF | 100,00% | 100,00% |
18/11/2024 | 5,77% | 0,29 CHF | 0,30 CHF | 123 044 | 50 000 | 129 114 | 43 384 | 35 359 CHF | 12 733 CHF | 100,00% | 100,00% |
15/11/2024 | 5,36% | 0,23 CHF | 0,25 CHF | 142 923 | 50 000 | 135 194 | 50 000 | 34 790 CHF | 13 616 CHF | 99,97% | 99,97% |
14/11/2024 | 3,69% | 0,38 CHF | 0,39 CHF | 103 302 | 50 000 | 106 919 | 50 000 | 37 844 CHF | 18 364 CHF | 99,27% | 99,27% |
13/11/2024 | 5,06% | 0,36 CHF | 0,37 CHF | 107 326 | 50 000 | 109 798 | 49 375 | 36 899 CHF | 17 454 CHF | 99,40% | 99,40% |
12/11/2024 | 4,16% | 0,34 CHF | 0,36 CHF | 108 469 | 50 000 | 108 863 | 50 000 | 37 454 CHF | 17 950 CHF | 100,00% | 100,00% |
11/11/2024 | 3,81% | 0,36 CHF | 0,37 CHF | 106 026 | 50 000 | 103 117 | 50 000 | 37 816 CHF | 19 057 CHF | 100,00% | 100,00% |
08/11/2024 | 3,92% | 0,36 CHF | 0,37 CHF | 104 727 | 50 000 | 105 435 | 50 000 | 37 511 CHF | 18 500 CHF | 100,00% | 100,00% |
07/11/2024 | 3,88% | 0,33 CHF | 0,34 CHF | 109 576 | 50 000 | 112 784 | 48 444 | 36 855 CHF | 16 481 CHF | 99,23% | 99,23% |