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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | - | 0,32 CHF | - CHF | 160 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,98% |
20/11/2024 | 3,01% | 0,31 CHF | 0,34 CHF | 170 000 | 100 000 | 160 000 | 100 000 | 52 292 CHF | 33 682 CHF | 13,10% | 98,98% |
19/11/2024 | 3,49% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 181 205 | 100 000 | 51 022 CHF | 29 168 CHF | 100,00% | 100,00% |
18/11/2024 | 3,19% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 169 538 | 100 000 | 52 239 CHF | 31 816 CHF | 100,00% | 100,00% |
15/11/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 181 219 | 100 000 | 51 196 CHF | 29 263 CHF | 100,00% | 100,00% |
14/11/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 190 297 | 100 000 | 51 245 CHF | 27 948 CHF | 99,22% | 99,22% |
13/11/2024 | 3,69% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 193 402 | 99 710 | 51 494 CHF | 27 566 CHF | 99,36% | 99,36% |
12/11/2024 | 3,36% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 176 506 | 100 000 | 51 708 CHF | 30 380 CHF | 100,00% | 100,00% |
11/11/2024 | 2,57% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 134 180 | 100 000 | 51 564 CHF | 39 455 CHF | 100,00% | 100,00% |
08/11/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 138 068 | 100 000 | 52 333 CHF | 38 919 CHF | 100,00% | 100,00% |