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 | 5,20% | 0,18 CHF | 0,19 CHF | 203 657 | 50 000 | 202 496 | 50 000 | 41 783 CHF | 10 865 CHF | 91,40% | 91,40% |
19/11/2024 | 6,58% | 0,18 CHF | 0,19 CHF | 202 829 | 50 000 | 203 593 | 50 000 | 34 701 CHF | 9 101 CHF | 100,00% | 100,00% |
18/11/2024 | 5,02% | 0,21 CHF | 0,22 CHF | 202 399 | 50 000 | 203 137 | 50 000 | 40 869 CHF | 10 577 CHF | 100,00% | 100,00% |
15/11/2024 | 5,82% | 0,15 CHF | 0,16 CHF | 206 081 | 50 000 | 204 104 | 50 000 | 38 426 CHF | 9 976 CHF | 100,00% | 100,00% |
14/11/2024 | 4,90% | 0,23 CHF | 0,24 CHF | 202 347 | 50 000 | 202 712 | 50 000 | 45 305 CHF | 11 736 CHF | 99,52% | 99,52% |
13/11/2024 | 5,22% | 0,20 CHF | 0,21 CHF | 202 777 | 50 000 | 202 076 | 49 608 | 41 918 CHF | 10 837 CHF | 75,10% | 75,10% |
12/11/2024 | 3,80% | 0,25 CHF | 0,26 CHF | 200 249 | 50 000 | 182 700 | 50 000 | 51 123 CHF | 14 541 CHF | 78,05% | 78,05% |
11/11/2024 | 3,39% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 160 550 | 50 000 | 52 021 CHF | 16 762 CHF | 100,00% | 100,00% |
08/11/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 197 534 | 50 000 | 186 667 | 50 000 | 50 990 CHF | 14 166 CHF | 9,41% | 9,41% |
07/11/2024 | 4,12% | 0,24 CHF | 0,25 CHF | 198 588 | 50 000 | 185 380 | 49 184 | 50 902 CHF | 14 101 CHF | 56,49% | 56,49% |