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 | 5,86% | 0,18 CHF | 0,19 CHF | 135 732 | 75 000 | 135 072 | 75 000 | 22 478 CHF | 13 229 CHF | 94,79% | 94,79% |
19/11/2024 | 5,04% | 0,19 CHF | 0,20 CHF | 135 557 | 75 000 | 135 759 | 75 000 | 26 347 CHF | 15 303 CHF | 100,00% | 100,00% |
18/11/2024 | 10,81% | 0,15 CHF | 0,16 CHF | 134 635 | 75 000 | 73 772 | 51 451 | 11 296 CHF | 8 479 CHF | 100,00% | 100,00% |
15/11/2024 | 6,59% | 0,14 CHF | 0,15 CHF | 134 331 | 75 000 | 134 783 | 75 000 | 19 947 CHF | 11 846 CHF | 100,00% | 100,00% |
14/11/2024 | 5,57% | 0,16 CHF | 0,17 CHF | 135 129 | 75 000 | 136 045 | 75 000 | 23 964 CHF | 13 955 CHF | 83,69% | 83,69% |
13/11/2024 | 5,11% | 0,19 CHF | 0,20 CHF | 135 969 | 75 000 | 135 773 | 74 112 | 26 387 CHF | 15 153 CHF | 94,16% | 94,16% |
12/11/2024 | 4,93% | 0,20 CHF | 0,21 CHF | 135 885 | 75 000 | 135 814 | 75 000 | 26 883 CHF | 15 594 CHF | 84,37% | 84,37% |
11/11/2024 | 8,67% | 0,13 CHF | 0,14 CHF | 132 454 | 75 000 | 131 736 | 75 000 | 14 700 CHF | 9 116 CHF | 94,79% | 94,79% |
08/11/2024 | 5,98% | 0,14 CHF | 0,15 CHF | 132 339 | 75 000 | 132 852 | 75 000 | 21 650 CHF | 12 971 CHF | 100,00% | 100,00% |
07/11/2024 | 5,90% | 0,17 CHF | 0,18 CHF | 133 083 | 75 000 | 133 699 | 72 251 | 22 291 CHF | 12 692 CHF | 93,52% | 93,52% |