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 | 5,20% | 0,22 CHF | 0,23 CHF | 203 470 | 50 000 | 202 269 | 50 000 | 38 907 CHF | 10 123 CHF | 100,00% | 100,00% |
19/11/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 202 735 | 50 000 | 203 102 | 50 000 | 46 926 CHF | 12 094 CHF | 91,27% | 91,27% |
18/11/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 202 584 | 50 000 | 203 162 | 50 000 | 40 750 CHF | 10 567 CHF | 100,00% | 100,00% |
15/11/2024 | 5,08% | 0,26 CHF | 0,27 CHF | 200 000 | 50 000 | 203 127 | 50 000 | 43 967 CHF | 11 385 CHF | 100,00% | 100,00% |
14/11/2024 | 5,86% | 0,18 CHF | 0,19 CHF | 202 394 | 50 000 | 202 743 | 50 000 | 37 015 CHF | 9 677 CHF | 99,52% | 99,52% |
13/11/2024 | 5,41% | 0,21 CHF | 0,22 CHF | 202 847 | 50 000 | 201 726 | 49 700 | 38 999 CHF | 10 133 CHF | 98,35% | 98,35% |
12/11/2024 | 8,05% | 0,16 CHF | 0,17 CHF | 199 886 | 50 000 | 198 872 | 50 000 | 26 897 CHF | 7 320 CHF | 99,93% | 99,93% |
11/11/2024 | 12,14% | 0,08 CHF | 0,10 CHF | 196 231 | 50 000 | 196 201 | 50 000 | 16 858 CHF | 4 850 CHF | 100,00% | 100,00% |