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 | 3,55% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 184 958 | 50 000 | 51 108 CHF | 14 349 CHF | 100,00% | 100,00% |
19/11/2024 | 4,30% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 197 682 | 50 000 | 50 875 CHF | 13 457 CHF | 100,00% | 100,00% |
18/11/2024 | 3,82% | 0,24 CHF | 0,25 CHF | 209 959 | 50 000 | 198 444 | 50 000 | 51 026 CHF | 13 372 CHF | 100,00% | 100,00% |
15/11/2024 | 3,69% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 182 817 | 50 000 | 51 041 CHF | 14 497 CHF | 100,00% | 100,00% |
14/11/2024 | 3,54% | 0,22 CHF | 0,23 CHF | 209 884 | 50 000 | 184 245 | 50 000 | 51 194 CHF | 14 527 CHF | 99,52% | 99,52% |
13/11/2024 | 2,69% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 138 759 | 49 704 | 51 786 CHF | 19 080 CHF | 99,32% | 99,32% |
12/11/2024 | 2,98% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 147 773 | 50 000 | 51 625 CHF | 18 010 CHF | 100,00% | 100,00% |
11/11/2024 | 3,95% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 177 492 | 50 000 | 51 459 CHF | 15 105 CHF | 100,00% | 100,00% |
08/11/2024 | 3,88% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 188 794 | 50 000 | 51 340 CHF | 14 159 CHF | 100,00% | 100,00% |
07/11/2024 | 5,06% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 206 146 | 48 610 | 45 732 CHF | 11 303 CHF | 92,51% | 92,51% |