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 | 4,81% | 0,19 CHF | 0,20 CHF | 135 732 | 75 000 | 135 072 | 75 000 | 27 499 CHF | 16 021 CHF | 94,79% | 94,79% |
19/11/2024 | 5,52% | 0,19 CHF | 0,20 CHF | 135 333 | 75 000 | 135 733 | 75 000 | 23 996 CHF | 14 012 CHF | 100,00% | 100,00% |
18/11/2024 | 7,09% | 0,22 CHF | 0,23 CHF | 134 707 | 75 000 | 73 801 | 51 451 | 16 026 CHF | 11 998 CHF | 100,00% | 100,00% |
15/11/2024 | 4,34% | 0,24 CHF | 0,25 CHF | 134 311 | 75 000 | 134 807 | 75 000 | 30 496 CHF | 17 720 CHF | 100,00% | 100,00% |
14/11/2024 | 4,93% | 0,21 CHF | 0,22 CHF | 135 381 | 75 000 | 136 015 | 75 000 | 27 061 CHF | 15 677 CHF | 83,69% | 83,69% |
13/11/2024 | 5,40% | 0,18 CHF | 0,19 CHF | 136 089 | 75 000 | 135 727 | 74 112 | 24 782 CHF | 14 278 CHF | 94,16% | 94,16% |
12/11/2024 | 5,44% | 0,18 CHF | 0,19 CHF | 135 885 | 75 000 | 135 807 | 75 000 | 24 328 CHF | 14 186 CHF | 84,37% | 84,37% |
11/11/2024 | 3,66% | 0,25 CHF | 0,26 CHF | 132 454 | 75 000 | 131 736 | 75 000 | 35 360 CHF | 20 884 CHF | 94,79% | 94,79% |
08/11/2024 | 4,51% | 0,24 CHF | 0,25 CHF | 132 339 | 75 000 | 132 852 | 75 000 | 28 833 CHF | 17 029 CHF | 100,00% | 100,00% |
07/11/2024 | 4,83% | 0,21 CHF | 0,22 CHF | 132 921 | 75 000 | 133 572 | 72 251 | 27 927 CHF | 15 909 CHF | 93,51% | 93,51% |