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 | 7,79% | 0,12 CHF | 0,13 CHF | 211 357 | 50 000 | 210 167 | 50 000 | 26 015 CHF | 6 691 CHF | 100,00% | 100,00% |
19/11/2024 | 8,04% | 0,12 CHF | 0,13 CHF | 209 664 | 50 000 | 210 072 | 50 000 | 25 181 CHF | 6 495 CHF | 95,85% | 95,85% |
18/11/2024 | 7,76% | 0,13 CHF | 0,14 CHF | 210 472 | 50 000 | 210 772 | 50 000 | 26 174 CHF | 6 710 CHF | 99,57% | 99,57% |
15/11/2024 | 6,57% | 0,14 CHF | 0,15 CHF | 209 443 | 50 000 | 208 844 | 50 000 | 30 759 CHF | 7 865 CHF | 100,00% | 100,00% |
14/11/2024 | 6,11% | 0,16 CHF | 0,17 CHF | 208 028 | 50 000 | 208 018 | 50 000 | 33 033 CHF | 8 440 CHF | 99,44% | 99,44% |
13/11/2024 | 5,92% | 0,16 CHF | 0,17 CHF | 207 171 | 50 000 | 205 990 | 49 878 | 33 871 CHF | 8 702 CHF | 94,79% | 94,79% |
12/11/2024 | 5,04% | 0,18 CHF | 0,19 CHF | 204 122 | 50 000 | 203 237 | 50 000 | 39 385 CHF | 10 191 CHF | 100,00% | 100,00% |
11/11/2024 | 4,61% | 0,20 CHF | 0,21 CHF | 201 700 | 50 000 | 200 612 | 50 000 | 42 590 CHF | 11 116 CHF | 94,79% | 94,79% |
08/11/2024 | 4,65% | 0,19 CHF | 0,20 CHF | 201 325 | 50 000 | 199 350 | 50 000 | 42 010 CHF | 11 040 CHF | 100,00% | 100,00% |
07/11/2024 | 4,07% | 0,23 CHF | 0,24 CHF | 197 259 | 50 000 | 197 327 | 48 444 | 47 514 CHF | 12 156 CHF | 99,06% | 99,06% |