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 | 5,44% | 0,16 CHF | 0,17 CHF | 199 009 | 100 000 | 197 816 | 100 000 | 35 437 CHF | 18 916 CHF | 100,00% | 100,00% |
19/11/2024 | 6,13% | 0,17 CHF | 0,18 CHF | 197 812 | 100 000 | 199 232 | 100 000 | 31 600 CHF | 16 864 CHF | 100,00% | 100,00% |
18/11/2024 | 6,70% | 0,15 CHF | 0,16 CHF | 200 554 | 100 000 | 201 456 | 100 000 | 29 087 CHF | 15 439 CHF | 100,00% | 100,00% |
15/11/2024 | 6,17% | 0,15 CHF | 0,16 CHF | 201 795 | 100 000 | 200 672 | 100 000 | 31 583 CHF | 16 740 CHF | 100,00% | 100,00% |
14/11/2024 | 7,16% | 0,15 CHF | 0,16 CHF | 200 837 | 100 000 | 202 838 | 100 000 | 27 599 CHF | 14 614 CHF | 99,22% | 99,22% |
13/11/2024 | 9,10% | 0,11 CHF | 0,12 CHF | 203 760 | 100 000 | 204 209 | 99 160 | 21 708 CHF | 11 539 CHF | 99,36% | 99,36% |
12/11/2024 | 5,26% | 0,15 CHF | 0,16 CHF | 199 875 | 100 000 | 196 725 | 100 000 | 36 674 CHF | 19 653 CHF | 100,00% | 100,00% |
11/11/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 189 008 | 100 000 | 180 559 | 100 000 | 50 609 CHF | 29 032 CHF | 37,41% | 37,41% |
08/11/2024 | 3,81% | 0,26 CHF | 0,27 CHF | 189 382 | 100 000 | 188 943 | 100 000 | 48 635 CHF | 26 742 CHF | 90,32% | 90,32% |
07/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 188 300 | 100 000 | 188 798 | 97 166 | 50 246 CHF | 26 861 CHF | 90,73% | 90,73% |