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 | 4,21% | 0,24 CHF | 0,25 CHF | 145 083 | 50 000 | 144 333 | 50 000 | 33 664 CHF | 12 160 CHF | 100,00% | 100,00% |
19/11/2024 | 3,73% | 0,25 CHF | 0,26 CHF | 144 817 | 50 000 | 146 391 | 50 000 | 38 629 CHF | 13 689 CHF | 100,00% | 100,00% |
18/11/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 145 676 | 50 000 | 146 466 | 50 000 | 37 311 CHF | 13 235 CHF | 100,00% | 100,00% |
15/11/2024 | 3,86% | 0,24 CHF | 0,25 CHF | 145 723 | 50 000 | 146 674 | 50 000 | 37 387 CHF | 13 240 CHF | 100,00% | 100,00% |
14/11/2024 | 3,35% | 0,27 CHF | 0,28 CHF | 148 122 | 50 000 | 150 118 | 50 000 | 44 110 CHF | 15 187 CHF | 99,22% | 99,22% |
13/11/2024 | 3,09% | 0,31 CHF | 0,32 CHF | 150 956 | 50 000 | 150 985 | 49 448 | 48 091 CHF | 16 243 CHF | 99,36% | 99,36% |
12/11/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 149 880 | 50 000 | 149 770 | 50 000 | 45 922 CHF | 15 831 CHF | 100,00% | 100,00% |
11/11/2024 | 4,04% | 0,27 CHF | 0,28 CHF | 146 146 | 50 000 | 144 192 | 50 000 | 35 132 CHF | 12 677 CHF | 100,00% | 100,00% |
08/11/2024 | 5,20% | 0,28 CHF | 0,29 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 086 CHF | 8 515 CHF | 100,00% | 100,00% |
07/11/2024 | 3,86% | 0,24 CHF | 0,25 CHF | 143 055 | 50 000 | 144 959 | 48 696 | 37 923 CHF | 13 238 CHF | 98,73% | 98,73% |