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 | 2,36% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 125 661 | 100 000 | 52 569 CHF | 42 875 CHF | 100,00% | 100,00% |
19/11/2024 | 2,54% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 119 096 | 98 649 | 51 037 CHF | 43 295 CHF | 99,93% | 99,93% |
18/11/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 130 000 | 100 000 | 52 038 CHF | 41 029 CHF | 100,00% | 100,00% |
15/11/2024 | 2,94% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 133 698 | 98 210 | 51 366 CHF | 38 762 CHF | 99,99% | 99,99% |
14/11/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 201 | 99 347 | 51 913 CHF | 40 630 CHF | 99,23% | 99,23% |
13/11/2024 | 2,57% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 128 935 | 99 598 | 51 112 CHF | 40 501 CHF | 96,82% | 96,82% |
12/11/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 128 741 | 100 000 | 52 213 CHF | 41 571 CHF | 100,00% | 100,00% |
11/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 132 400 | 100 000 | 51 981 CHF | 40 285 CHF | 99,99% | 99,99% |
08/11/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 138 037 | 100 000 | 52 419 CHF | 38 989 CHF | 100,00% | 100,00% |
07/11/2024 | 2,92% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 148 945 | 99 697 | 51 427 CHF | 35 431 CHF | 99,99% | 99,99% |