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 | 4,04% | 0,40 CHF | 0,45 CHF | 130 000 | 25 000 | 119 894 | 25 000 | 52 407 CHF | 11 379 CHF | 14,13% | 100,00% |
19/11/2024 | 4,59% | 0,41 CHF | 0,43 CHF | 130 000 | 25 000 | 128 798 | 25 000 | 52 110 CHF | 10 596 CHF | 99,99% | 99,99% |
18/11/2024 | 4,91% | 0,45 CHF | 0,47 CHF | 120 000 | 25 000 | 119 933 | 23 897 | 52 616 CHF | 10 996 CHF | 100,00% | 100,00% |
15/11/2024 | 4,11% | 0,43 CHF | 0,45 CHF | 120 000 | 25 000 | 113 863 | 24 970 | 51 574 CHF | 11 794 CHF | 100,00% | 100,00% |
14/11/2024 | 4,26% | 0,45 CHF | 0,47 CHF | 120 000 | 25 000 | 125 413 | 25 000 | 52 786 CHF | 11 015 CHF | 94,67% | 94,67% |
13/11/2024 | 4,72% | 0,39 CHF | 0,41 CHF | 130 000 | 50 000 | 138 691 | 49 418 | 52 038 CHF | 19 439 CHF | 99,25% | 99,25% |
12/11/2024 | 4,78% | 0,35 CHF | 0,37 CHF | 150 000 | 25 000 | 137 498 | 25 000 | 52 230 CHF | 9 970 CHF | 98,32% | 98,32% |
11/11/2024 | 3,93% | 0,44 CHF | 0,46 CHF | 120 000 | 25 000 | 116 863 | 25 000 | 52 402 CHF | 11 669 CHF | 100,00% | 100,00% |
08/11/2024 | 4,70% | 0,44 CHF | 0,46 CHF | 120 000 | 25 000 | 87 413 | 21 785 | 40 643 CHF | 10 636 CHF | 97,48% | 97,48% |
07/11/2024 | 3,09% | 0,63 CHF | 0,65 CHF | 80 000 | 25 000 | 81 612 | 24 731 | 52 849 CHF | 16 564 CHF | 95,57% | 95,57% |