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 | 4,72% | 0,18 CHF | 0,19 CHF | 117 543 | 50 000 | 116 639 | 50 000 | 24 246 CHF | 10 896 CHF | 100,00% | 100,00% |
19/11/2024 | 4,73% | 0,21 CHF | 0,22 CHF | 116 422 | 50 000 | 116 463 | 50 000 | 24 156 CHF | 10 873 CHF | 99,40% | 99,40% |
18/11/2024 | 5,00% | 0,23 CHF | 0,24 CHF | 116 257 | 50 000 | 117 393 | 50 000 | 22 975 CHF | 10 287 CHF | 100,00% | 100,00% |
15/11/2024 | 5,94% | 0,16 CHF | 0,17 CHF | 118 717 | 50 000 | 118 565 | 50 000 | 19 399 CHF | 8 682 CHF | 100,00% | 100,00% |
14/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 118 162 | 50 000 | 118 281 | 50 000 | 21 299 CHF | 9 504 CHF | 99,52% | 99,52% |
13/11/2024 | 5,61% | 0,17 CHF | 0,18 CHF | 118 010 | 50 000 | 117 448 | 49 704 | 20 908 CHF | 9 358 CHF | 99,32% | 99,32% |
12/11/2024 | 4,07% | 0,22 CHF | 0,23 CHF | 116 002 | 50 000 | 115 396 | 50 000 | 27 787 CHF | 12 540 CHF | 100,00% | 100,00% |
11/11/2024 | 3,78% | 0,26 CHF | 0,27 CHF | 114 631 | 50 000 | 114 518 | 50 000 | 29 754 CHF | 13 492 CHF | 100,00% | 100,00% |
08/11/2024 | 4,62% | 0,25 CHF | 0,26 CHF | 114 009 | 50 000 | 115 042 | 50 000 | 24 549 CHF | 11 174 CHF | 100,00% | 100,00% |
07/11/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 115 252 | 50 000 | 115 625 | 48 703 | 24 051 CHF | 10 640 CHF | 99,13% | 99,13% |