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 | 10,98% | 0,17 CHF | 0,19 CHF | 314 303 | 25 000 | 284 879 | 25 000 | 49 217 CHF | 4 827 CHF | 59,10% | 59,10% |
19/11/2024 | 12,63% | 0,17 CHF | 0,19 CHF | 300 000 | 25 000 | 294 301 | 25 000 | 48 848 CHF | 4 714 CHF | 76,97% | 76,97% |
18/11/2024 | 16,97% | 0,17 CHF | 0,19 CHF | 301 973 | 25 000 | 288 600 | 23 413 | 48 422 CHF | 4 644 CHF | 69,48% | 69,48% |
15/11/2024 | 10,71% | 0,20 CHF | 0,22 CHF | 250 000 | 25 000 | 266 659 | 25 000 | 50 721 CHF | 5 300 CHF | 43,19% | 43,19% |
14/11/2024 | 10,92% | 0,19 CHF | 0,21 CHF | 269 717 | 25 000 | 249 600 | 25 000 | 50 288 CHF | 5 626 CHF | 99,52% | 99,52% |
13/11/2024 | 8,76% | 0,21 CHF | 0,23 CHF | 240 000 | 25 000 | 220 483 | 24 941 | 50 463 CHF | 6 246 CHF | 99,32% | 99,32% |
12/11/2024 | 9,06% | 0,23 CHF | 0,25 CHF | 220 000 | 25 000 | 196 633 | 25 000 | 51 136 CHF | 7 139 CHF | 100,00% | 100,00% |
11/11/2024 | 7,69% | 0,30 CHF | 0,32 CHF | 170 000 | 25 000 | 177 463 | 25 000 | 51 410 CHF | 7 826 CHF | 100,00% | 100,00% |
08/11/2024 | 7,18% | 0,28 CHF | 0,31 CHF | 180 000 | 25 000 | 182 060 | 25 000 | 51 635 CHF | 7 623 CHF | 100,00% | 100,00% |
07/11/2024 | 6,78% | 0,30 CHF | 0,32 CHF | 170 000 | 25 000 | 171 786 | 24 769 | 51 999 CHF | 8 027 CHF | 98,53% | 98,53% |