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 | 4,31% | 0,44 CHF | 0,46 CHF | 120 000 | 75 000 | 111 967 | 75 000 | 52 525 CHF | 36 785 CHF | 100,00% | 100,00% |
19/11/2024 | 3,15% | 0,44 CHF | 0,46 CHF | 120 000 | 75 000 | 112 779 | 75 000 | 52 645 CHF | 36 198 CHF | 99,99% | 99,99% |
18/11/2024 | 3,48% | 0,50 CHF | 0,52 CHF | 100 000 | 75 000 | 110 109 | 63 972 | 51 515 CHF | 31 090 CHF | 100,00% | 100,00% |
15/11/2024 | 3,62% | 0,48 CHF | 0,50 CHF | 110 000 | 75 000 | 79 271 | 61 326 | 39 517 CHF | 31 662 CHF | 100,00% | 100,00% |
14/11/2024 | 2,87% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 625 | 75 000 | 52 274 CHF | 40 187 CHF | 99,44% | 99,44% |
13/11/2024 | 3,60% | 0,41 CHF | 0,43 CHF | 130 000 | 75 000 | 121 362 | 74 376 | 52 128 CHF | 33 150 CHF | 98,81% | 98,81% |
12/11/2024 | 3,46% | 0,42 CHF | 0,44 CHF | 120 000 | 75 000 | 114 732 | 75 000 | 52 343 CHF | 35 451 CHF | 100,00% | 100,00% |
11/11/2024 | 2,93% | 0,50 CHF | 0,52 CHF | 100 000 | 75 000 | 100 585 | 75 000 | 51 697 CHF | 39 701 CHF | 99,90% | 99,90% |
08/11/2024 | 2,91% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 99 257 | 75 000 | 52 852 CHF | 41 129 CHF | 97,40% | 97,40% |
07/11/2024 | 2,70% | 0,57 CHF | 0,59 CHF | 90 000 | 75 000 | 91 143 | 72 310 | 53 639 CHF | 43 960 CHF | 95,53% | 95,53% |