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 | 4,05% | 0,23 CHF | 0,24 CHF | 199 459 | 100 000 | 197 858 | 100 000 | 47 956 CHF | 25 240 CHF | 100,00% | 100,00% |
19/11/2024 | 4,40% | 0,23 CHF | 0,24 CHF | 197 867 | 100 000 | 199 260 | 100 000 | 44 358 CHF | 23 264 CHF | 100,00% | 100,00% |
18/11/2024 | 4,70% | 0,21 CHF | 0,22 CHF | 200 588 | 100 000 | 201 374 | 100 000 | 41 857 CHF | 21 787 CHF | 100,00% | 100,00% |
15/11/2024 | 4,45% | 0,21 CHF | 0,22 CHF | 201 439 | 100 000 | 200 675 | 100 000 | 44 166 CHF | 23 010 CHF | 100,00% | 100,00% |
14/11/2024 | 4,92% | 0,22 CHF | 0,23 CHF | 200 984 | 100 000 | 202 785 | 100 000 | 40 349 CHF | 20 905 CHF | 99,22% | 99,22% |
13/11/2024 | 5,80% | 0,17 CHF | 0,18 CHF | 203 913 | 100 000 | 204 212 | 99 160 | 34 490 CHF | 17 747 CHF | 99,36% | 99,36% |
12/11/2024 | 3,99% | 0,21 CHF | 0,22 CHF | 200 056 | 100 000 | 195 917 | 100 000 | 48 365 CHF | 25 710 CHF | 87,79% | 87,79% |
11/11/2024 | 2,95% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 154 397 | 100 000 | 51 584 CHF | 34 462 CHF | 100,00% | 100,00% |
08/11/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 161 328 | 100 000 | 51 758 CHF | 33 106 CHF | 100,00% | 100,00% |
07/11/2024 | 3,11% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 159 415 | 97 395 | 52 476 CHF | 33 080 CHF | 98,73% | 98,73% |