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 | 6,41% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 337 932 | 100 000 | 51 014 CHF | 16 207 CHF | 100,00% | 100,00% |
19/11/2024 | 7,45% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 349 050 | 98 649 | 49 894 CHF | 15 167 CHF | 99,97% | 99,97% |
18/11/2024 | 5,59% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 292 223 | 100 000 | 50 766 CHF | 18 389 CHF | 100,00% | 100,00% |
15/11/2024 | 5,68% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 255 227 | 98 210 | 49 431 CHF | 20 084 CHF | 99,99% | 99,99% |
14/11/2024 | 5,64% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 278 586 | 99 347 | 50 421 CHF | 19 042 CHF | 99,28% | 99,28% |
13/11/2024 | 5,42% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 274 326 | 99 599 | 50 681 CHF | 19 466 CHF | 97,00% | 97,00% |
12/11/2024 | 5,44% | 0,18 CHF | 0,19 CHF | 280 000 | 100 000 | 284 506 | 100 000 | 50 869 CHF | 18 917 CHF | 100,00% | 100,00% |
11/11/2024 | 5,08% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 264 313 | 100 000 | 50 688 CHF | 20 227 CHF | 99,99% | 99,99% |
08/11/2024 | 4,64% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 239 487 | 100 000 | 50 374 CHF | 22 051 CHF | 100,00% | 100,00% |
07/11/2024 | 4,07% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 203 155 | 99 697 | 50 021 CHF | 25 563 CHF | 99,99% | 99,99% |