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 | 5,13% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 138 996 | 75 000 | 52 416 CHF | 29 778 CHF | 100,00% | 100,00% |
19/11/2024 | 5,22% | 0,38 CHF | 0,40 CHF | 140 000 | 75 000 | 140 200 | 75 000 | 51 401 CHF | 28 977 CHF | 100,00% | 100,00% |
18/11/2024 | 6,33% | 0,38 CHF | 0,40 CHF | 140 000 | 75 000 | 139 990 | 63 928 | 52 141 CHF | 25 289 CHF | 99,60% | 99,60% |
15/11/2024 | 5,05% | 0,39 CHF | 0,41 CHF | 130 000 | 75 000 | 130 795 | 75 000 | 51 313 CHF | 30 956 CHF | 99,99% | 99,99% |
14/11/2024 | 4,81% | 0,43 CHF | 0,45 CHF | 120 000 | 75 000 | 128 123 | 75 000 | 51 978 CHF | 31 942 CHF | 99,44% | 99,44% |
13/11/2024 | 5,04% | 0,40 CHF | 0,42 CHF | 130 000 | 75 000 | 130 983 | 74 373 | 51 300 CHF | 30 636 CHF | 98,87% | 98,87% |
12/11/2024 | 4,66% | 0,41 CHF | 0,43 CHF | 130 000 | 75 000 | 121 044 | 75 000 | 51 591 CHF | 33 501 CHF | 100,00% | 100,00% |
11/11/2024 | 4,33% | 0,45 CHF | 0,47 CHF | 120 000 | 75 000 | 116 434 | 75 000 | 52 806 CHF | 35 537 CHF | 100,00% | 100,00% |
08/11/2024 | 4,42% | 0,44 CHF | 0,46 CHF | 120 000 | 75 000 | 118 446 | 75 000 | 52 850 CHF | 34 992 CHF | 100,00% | 100,00% |
07/11/2024 | 4,54% | 0,44 CHF | 0,46 CHF | 120 000 | 75 000 | 113 109 | 72 402 | 51 974 CHF | 34 809 CHF | 99,06% | 99,06% |