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 | 2,75% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 143 163 | 100 000 | 51 259 CHF | 36 823 CHF | 100,00% | 100,00% |
19/11/2024 | 2,82% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 133 875 | 98 650 | 51 398 CHF | 38 905 CHF | 99,98% | 99,98% |
18/11/2024 | 2,86% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 150 173 | 100 000 | 51 708 CHF | 35 456 CHF | 100,00% | 100,00% |
15/11/2024 | 3,34% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 150 285 | 98 213 | 50 661 CHF | 34 122 CHF | 99,99% | 99,99% |
14/11/2024 | 3,15% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 156 179 | 99 348 | 51 306 CHF | 33 676 CHF | 99,27% | 99,27% |
13/11/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 130 806 | 99 593 | 51 417 CHF | 40 166 CHF | 95,66% | 95,66% |
12/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 129 263 | 100 000 | 52 430 CHF | 41 568 CHF | 99,99% | 99,99% |
11/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 51 657 CHF | 44 047 CHF | 99,99% | 99,99% |
08/11/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 102 683 | 100 000 | 51 925 CHF | 51 610 CHF | 100,00% | 100,00% |
07/11/2024 | 2,11% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 107 645 | 99 697 | 51 719 CHF | 48 954 CHF | 99,99% | 99,99% |