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 | 12,54% | 0,14 CHF | 0,16 CHF | 287 867 | 25 000 | 277 690 | 25 000 | 42 186 CHF | 4 315 CHF | 100,00% | 100,00% |
19/11/2024 | 13,96% | 0,15 CHF | 0,17 CHF | 292 546 | 25 000 | 281 086 | 25 000 | 41 793 CHF | 4 283 CHF | 100,00% | 100,00% |
18/11/2024 | 15,34% | 0,17 CHF | 0,19 CHF | 268 043 | 25 000 | 279 863 | 23 897 | 42 734 CHF | 4 244 CHF | 100,00% | 100,00% |
15/11/2024 | 10,96% | 0,18 CHF | 0,20 CHF | 244 076 | 25 000 | 258 823 | 25 000 | 44 683 CHF | 4 819 CHF | 48,06% | 48,06% |
14/11/2024 | 10,77% | 0,17 CHF | 0,19 CHF | 256 011 | 25 000 | 244 699 | 25 000 | 45 530 CHF | 5 185 CHF | 99,52% | 99,52% |
13/11/2024 | 9,86% | 0,20 CHF | 0,22 CHF | 237 933 | 25 000 | 224 000 | 24 923 | 47 228 CHF | 5 809 CHF | 75,90% | 75,90% |
12/11/2024 | 8,72% | 0,21 CHF | 0,24 CHF | 220 100 | 25 000 | 198 628 | 25 000 | 48 760 CHF | 6 720 CHF | 70,90% | 70,90% |
11/11/2024 | 7,88% | 0,29 CHF | 0,32 CHF | 176 126 | 25 000 | 180 398 | 25 000 | 50 598 CHF | 7 590 CHF | 56,36% | 56,36% |
08/11/2024 | 7,29% | 0,27 CHF | 0,29 CHF | 192 178 | 25 000 | 182 269 | 25 000 | 50 090 CHF | 7 396 CHF | 48,90% | 48,90% |
07/11/2024 | 7,81% | 0,29 CHF | 0,31 CHF | 175 852 | 25 000 | 173 338 | 24 765 | 50 726 CHF | 7 841 CHF | 96,70% | 96,70% |