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 | 4,80% | 0,20 CHF | 0,21 CHF | 126 085 | 75 000 | 126 005 | 75 000 | 25 673 CHF | 16 033 CHF | 100,00% | 100,00% |
19/11/2024 | 5,84% | 0,18 CHF | 0,19 CHF | 126 848 | 75 000 | 127 491 | 75 000 | 21 240 CHF | 13 247 CHF | 100,00% | 100,00% |
18/11/2024 | 5,61% | 0,19 CHF | 0,20 CHF | 126 836 | 75 000 | 127 644 | 75 000 | 22 175 CHF | 13 782 CHF | 100,00% | 100,00% |
15/11/2024 | 4,76% | 0,17 CHF | 0,18 CHF | 127 866 | 75 000 | 126 458 | 75 000 | 26 040 CHF | 16 199 CHF | 100,00% | 100,00% |
14/11/2024 | 4,01% | 0,24 CHF | 0,25 CHF | 124 710 | 75 000 | 124 909 | 75 000 | 30 571 CHF | 19 108 CHF | 99,27% | 99,27% |
13/11/2024 | 3,73% | 0,25 CHF | 0,26 CHF | 124 146 | 75 000 | 123 038 | 74 437 | 32 856 CHF | 20 636 CHF | 99,40% | 99,40% |
12/11/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 122 588 | 75 000 | 122 207 | 75 000 | 34 599 CHF | 21 994 CHF | 100,00% | 100,00% |
11/11/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 120 221 | 75 000 | 119 917 | 75 000 | 39 585 CHF | 25 508 CHF | 100,00% | 100,00% |
08/11/2024 | 3,03% | 0,31 CHF | 0,32 CHF | 119 906 | 75 000 | 119 211 | 75 000 | 38 741 CHF | 25 125 CHF | 100,00% | 100,00% |
07/11/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 118 441 | 75 000 | 117 815 | 73 704 | 43 498 CHF | 27 988 CHF | 99,23% | 99,23% |