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 | 3,57% | 0,28 CHF | 0,29 CHF | 145 203 | 50 000 | 144 270 | 50 000 | 39 795 CHF | 14 289 CHF | 100,00% | 100,00% |
19/11/2024 | 3,23% | 0,29 CHF | 0,30 CHF | 144 871 | 50 000 | 146 514 | 50 000 | 44 720 CHF | 15 756 CHF | 100,00% | 100,00% |
18/11/2024 | 3,33% | 0,29 CHF | 0,30 CHF | 145 184 | 50 000 | 146 321 | 50 000 | 43 274 CHF | 15 285 CHF | 100,00% | 100,00% |
15/11/2024 | 3,34% | 0,28 CHF | 0,29 CHF | 145 536 | 50 000 | 146 551 | 50 000 | 43 258 CHF | 15 254 CHF | 100,00% | 100,00% |
14/11/2024 | 2,95% | 0,31 CHF | 0,32 CHF | 147 974 | 50 000 | 148 926 | 50 000 | 49 844 CHF | 17 237 CHF | 99,22% | 99,22% |
13/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 142 293 | 49 448 | 51 343 CHF | 18 348 CHF | 99,36% | 99,36% |
12/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 149 491 | 50 000 | 149 497 | 50 000 | 52 153 CHF | 17 943 CHF | 100,00% | 100,00% |
11/11/2024 | 3,44% | 0,31 CHF | 0,32 CHF | 145 970 | 50 000 | 144 277 | 50 000 | 41 275 CHF | 14 800 CHF | 100,00% | 100,00% |
08/11/2024 | 4,52% | 0,32 CHF | 0,34 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 169 CHF | 9 591 CHF | 91,59% | 91,59% |
07/11/2024 | 3,35% | 0,28 CHF | 0,29 CHF | 142 960 | 50 000 | 144 884 | 48 697 | 43 948 CHF | 15 271 CHF | 98,73% | 98,73% |