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 | 2,45% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 130 000 | 100 000 | 52 477 CHF | 41 367 CHF | 100,00% | 100,00% |
19/11/2024 | 2,71% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 128 148 | 98 650 | 50 985 CHF | 40 253 CHF | 100,00% | 100,00% |
18/11/2024 | 2,37% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 122 818 | 100 000 | 51 169 CHF | 42 683 CHF | 100,00% | 100,00% |
15/11/2024 | 2,52% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 117 904 | 98 303 | 51 520 CHF | 43 957 CHF | 100,00% | 100,00% |
14/11/2024 | 2,24% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 706 | 99 349 | 50 848 CHF | 46 645 CHF | 99,28% | 99,28% |
13/11/2024 | 2,36% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 266 | 99 421 | 52 079 CHF | 44 415 CHF | 97,10% | 97,10% |
12/11/2024 | 2,32% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 120 266 | 100 000 | 51 219 CHF | 43 592 CHF | 100,00% | 100,00% |
11/11/2024 | 2,58% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 136 150 | 100 000 | 52 073 CHF | 39 272 CHF | 100,00% | 100,00% |
08/11/2024 | 2,68% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 139 917 | 100 000 | 51 575 CHF | 37 863 CHF | 100,00% | 100,00% |
07/11/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 141 403 | 99 694 | 51 987 CHF | 37 677 CHF | 100,00% | 100,00% |