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 | 4,03% | 0,26 CHF | 0,27 CHF | 199 503 | 100 000 | 197 548 | 100 000 | 48 076 CHF | 25 336 CHF | 100,00% | 100,00% |
19/11/2024 | 3,74% | 0,25 CHF | 0,26 CHF | 198 134 | 100 000 | 194 269 | 100 000 | 50 958 CHF | 27 247 CHF | 77,89% | 77,89% |
18/11/2024 | 3,54% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 182 882 | 100 000 | 50 733 CHF | 28 753 CHF | 100,00% | 100,00% |
15/11/2024 | 3,67% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 192 598 | 100 000 | 51 460 CHF | 27 740 CHF | 100,00% | 100,00% |
14/11/2024 | 3,42% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 179 458 | 100 000 | 51 557 CHF | 29 784 CHF | 99,22% | 99,22% |
13/11/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 162 814 | 99 160 | 51 984 CHF | 32 678 CHF | 99,36% | 99,36% |
12/11/2024 | 4,06% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 195 079 | 100 000 | 47 243 CHF | 25 232 CHF | 100,00% | 100,00% |
11/11/2024 | 6,19% | 0,19 CHF | 0,20 CHF | 191 660 | 100 000 | 188 919 | 100 000 | 29 752 CHF | 16 742 CHF | 100,00% | 100,00% |
08/11/2024 | 5,63% | 0,18 CHF | 0,19 CHF | 189 360 | 100 000 | 188 800 | 100 000 | 32 630 CHF | 18 281 CHF | 100,00% | 100,00% |
07/11/2024 | 6,09% | 0,17 CHF | 0,18 CHF | 188 270 | 100 000 | 188 741 | 97 395 | 31 137 CHF | 17 049 CHF | 98,73% | 98,73% |