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 | 4,88% | 0,15 CHF | 0,16 CHF | 176 354 | 100 000 | 174 518 | 100 000 | 35 347 CHF | 21 264 CHF | 90,21% | 90,21% |
19/11/2024 | 5,52% | 0,18 CHF | 0,19 CHF | 174 534 | 100 000 | 174 952 | 100 000 | 31 074 CHF | 18 765 CHF | 100,00% | 100,00% |
18/11/2024 | 4,93% | 0,20 CHF | 0,21 CHF | 175 019 | 100 000 | 175 121 | 100 000 | 34 829 CHF | 20 893 CHF | 99,38% | 99,38% |
15/11/2024 | 3,87% | 0,24 CHF | 0,25 CHF | 173 893 | 75 000 | 173 568 | 75 000 | 43 980 CHF | 19 756 CHF | 100,00% | 100,00% |
14/11/2024 | 3,81% | 0,28 CHF | 0,29 CHF | 172 771 | 100 000 | 173 620 | 100 000 | 44 923 CHF | 26 879 CHF | 99,22% | 99,22% |
13/11/2024 | 4,70% | 0,25 CHF | 0,26 CHF | 172 905 | 100 000 | 173 933 | 99 159 | 37 120 CHF | 22 175 CHF | 99,36% | 99,36% |
12/11/2024 | 3,71% | 0,20 CHF | 0,21 CHF | 174 210 | 75 000 | 171 890 | 75 000 | 45 950 CHF | 20 808 CHF | 91,91% | 91,91% |
11/11/2024 | 3,13% | 0,32 CHF | 0,33 CHF | 170 000 | 75 000 | 166 025 | 75 000 | 52 217 CHF | 24 354 CHF | 50,53% | 50,53% |
08/11/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 170 206 | 75 000 | 170 120 | 75 000 | 45 737 CHF | 20 915 CHF | 100,00% | 100,00% |
07/11/2024 | 4,02% | 0,28 CHF | 0,29 CHF | 169 661 | 100 000 | 170 811 | 97 100 | 44 996 CHF | 26 748 CHF | 88,67% | 88,67% |