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 | 5,25% | 0,38 CHF | 0,40 CHF | 140 000 | 75 000 | 135 911 | 75 000 | 52 071 CHF | 30 318 CHF | 100,00% | 100,00% |
19/11/2024 | 3,13% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 159 336 | 75 000 | 51 640 CHF | 25 153 CHF | 97,59% | 97,59% |
18/11/2024 | 3,58% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 158 896 | 65 160 | 51 741 CHF | 21 638 CHF | 96,51% | 96,51% |
15/11/2024 | 2,06% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 98 356 | 50 000 | 52 547 CHF | 27 885 CHF | 77,67% | 77,67% |
14/11/2024 | 2,58% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 68 144 | 50 000 | 55 385 CHF | 41 752 CHF | 99,44% | 99,44% |
13/11/2024 | 2,05% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 70 000 | 49 818 | 53 889 CHF | 39 153 CHF | 98,88% | 98,88% |
12/11/2024 | 2,42% | 0,86 CHF | 0,88 CHF | 60 000 | 50 000 | 66 008 | 50 000 | 54 738 CHF | 42 618 CHF | 87,66% | 87,66% |
11/11/2024 | 2,44% | 0,79 CHF | 0,81 CHF | 70 000 | 50 000 | 69 988 | 50 000 | 56 224 CHF | 41 164 CHF | 98,45% | 98,45% |
08/11/2024 | 1,54% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 75 525 | 50 000 | 53 544 CHF | 36 076 CHF | 100,00% | 100,00% |
07/11/2024 | 1,69% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 79 683 | 72 384 | 53 893 CHF | 50 211 CHF | 98,36% | 98,36% |