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 | 2,75% | 0,37 CHF | 0,38 CHF | 200 000 | 100 000 | 198 116 | 99 163 | 71 735 CHF | 36 899 CHF | 100,00% | 100,00% |
19/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 200 000 | 100 000 | 198 126 | 99 167 | 74 704 CHF | 38 385 CHF | 100,00% | 100,00% |
18/11/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 200 000 | 100 000 | 198 126 | 99 167 | 70 580 CHF | 36 321 CHF | 100,00% | 100,00% |
15/11/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 200 000 | 100 000 | 200 000 | 100 000 | 70 112 CHF | 36 056 CHF | 84,71% | 84,71% |
14/11/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 200 000 | 100 000 | 198 130 | 99 169 | 69 192 CHF | 35 625 CHF | 100,00% | 100,00% |
13/11/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 200 000 | 100 000 | 198 114 | 99 162 | 74 445 CHF | 38 256 CHF | 99,13% | 99,13% |
12/11/2024 | 2,83% | 0,37 CHF | 0,38 CHF | 200 000 | 100 000 | 198 124 | 99 166 | 69 713 CHF | 35 887 CHF | 100,00% | 100,00% |
11/11/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 200 000 | 100 000 | 198 138 | 99 173 | 65 100 CHF | 33 577 CHF | 100,00% | 100,00% |
08/11/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 200 000 | 100 000 | 198 125 | 99 166 | 70 395 CHF | 36 228 CHF | 100,00% | 100,00% |
07/11/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 200 000 | 100 000 | 198 118 | 99 163 | 69 043 CHF | 35 552 CHF | 100,00% | 100,00% |