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 | 4,53% | 0,21 CHF | 0,22 CHF | 210 975 | 50 000 | 210 293 | 50 000 | 45 470 CHF | 11 312 CHF | 100,00% | 100,00% |
19/11/2024 | 4,61% | 0,22 CHF | 0,23 CHF | 209 783 | 50 000 | 210 095 | 50 000 | 44 630 CHF | 11 123 CHF | 95,85% | 95,85% |
18/11/2024 | 4,53% | 0,22 CHF | 0,23 CHF | 209 642 | 50 000 | 210 819 | 50 000 | 45 566 CHF | 11 308 CHF | 99,57% | 99,57% |
15/11/2024 | 4,13% | 0,23 CHF | 0,24 CHF | 209 419 | 50 000 | 209 341 | 50 000 | 49 633 CHF | 12 355 CHF | 46,16% | 46,16% |
14/11/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 208 155 | 50 000 | 200 923 | 50 000 | 50 004 CHF | 12 946 CHF | 30,12% | 30,12% |
13/11/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 207 532 | 50 000 | 198 271 | 49 871 | 50 573 CHF | 13 233 CHF | 89,07% | 89,07% |
12/11/2024 | 3,45% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 180 242 | 50 000 | 51 394 CHF | 14 764 CHF | 100,00% | 100,00% |
11/11/2024 | 3,23% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 170 182 | 50 000 | 51 832 CHF | 15 733 CHF | 94,79% | 94,79% |
08/11/2024 | 3,25% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 170 407 | 50 000 | 51 550 CHF | 15 647 CHF | 100,00% | 100,00% |
07/11/2024 | 2,97% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 156 751 | 48 444 | 52 140 CHF | 16 616 CHF | 99,06% | 99,06% |