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 | 6,99% | 0,27 CHF | 0,29 CHF | 199 232 | 25 000 | 183 024 | 25 000 | 50 742 CHF | 7 444 CHF | 51,83% | 51,83% |
19/11/2024 | 7,68% | 0,27 CHF | 0,29 CHF | 190 000 | 25 000 | 187 200 | 25 000 | 50 478 CHF | 7 293 CHF | 78,30% | 78,30% |
18/11/2024 | 9,20% | 0,27 CHF | 0,29 CHF | 194 336 | 25 000 | 184 660 | 23 496 | 51 395 CHF | 7 153 CHF | 73,30% | 73,30% |
15/11/2024 | 7,14% | 0,32 CHF | 0,34 CHF | 160 000 | 25 000 | 164 760 | 25 000 | 51 856 CHF | 8 464 CHF | 100,00% | 100,00% |
14/11/2024 | 5,91% | 0,31 CHF | 0,33 CHF | 170 000 | 25 000 | 158 082 | 25 000 | 52 115 CHF | 8 754 CHF | 99,52% | 99,52% |
13/11/2024 | 5,57% | 0,34 CHF | 0,37 CHF | 150 000 | 25 000 | 139 500 | 24 941 | 51 527 CHF | 9 760 CHF | 99,32% | 99,32% |
12/11/2024 | 5,31% | 0,37 CHF | 0,39 CHF | 140 000 | 25 000 | 124 880 | 25 000 | 51 654 CHF | 10 939 CHF | 90,06% | 90,06% |