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 | 5,76% | 0,18 CHF | 0,19 CHF | 199 459 | 100 000 | 197 869 | 100 000 | 33 452 CHF | 17 904 CHF | 100,00% | 100,00% |
19/11/2024 | 5,15% | 0,18 CHF | 0,19 CHF | 197 812 | 100 000 | 199 232 | 100 000 | 37 769 CHF | 19 954 CHF | 100,00% | 100,00% |
18/11/2024 | 4,75% | 0,20 CHF | 0,21 CHF | 200 554 | 100 000 | 201 456 | 100 000 | 41 423 CHF | 21 561 CHF | 100,00% | 100,00% |
15/11/2024 | 5,05% | 0,21 CHF | 0,22 CHF | 201 795 | 100 000 | 200 662 | 100 000 | 38 803 CHF | 20 336 CHF | 100,00% | 100,00% |
14/11/2024 | 4,59% | 0,20 CHF | 0,21 CHF | 200 837 | 100 000 | 202 708 | 100 000 | 43 362 CHF | 22 386 CHF | 99,22% | 99,22% |
13/11/2024 | 4,05% | 0,25 CHF | 0,26 CHF | 204 477 | 100 000 | 201 615 | 99 134 | 49 300 CHF | 25 245 CHF | 96,47% | 96,47% |
12/11/2024 | 5,83% | 0,21 CHF | 0,22 CHF | 200 306 | 100 000 | 196 791 | 100 000 | 33 110 CHF | 17 813 CHF | 100,00% | 100,00% |
11/11/2024 | 11,53% | 0,11 CHF | 0,12 CHF | 191 943 | 100 000 | 188 982 | 100 000 | 15 730 CHF | 9 318 CHF | 100,00% | 100,00% |
08/11/2024 | 9,75% | 0,10 CHF | 0,11 CHF | 188 908 | 100 000 | 188 693 | 100 000 | 18 549 CHF | 10 828 CHF | 100,00% | 100,00% |
07/11/2024 | 10,77% | 0,09 CHF | 0,10 CHF | 188 196 | 100 000 | 188 915 | 97 395 | 17 057 CHF | 9 769 CHF | 98,73% | 98,73% |