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 | 2,53% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 132 325 | 100 000 | 51 544 CHF | 39 969 CHF | 100,00% | 100,00% |
19/11/2024 | 2,61% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 123 892 | 98 649 | 51 382 CHF | 41 948 CHF | 99,97% | 99,97% |
18/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 138 247 | 100 000 | 51 898 CHF | 38 559 CHF | 100,00% | 100,00% |
15/11/2024 | 3,06% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 137 789 | 98 213 | 50 730 CHF | 37 161 CHF | 99,99% | 99,99% |
14/11/2024 | 2,88% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 142 630 | 99 347 | 51 349 CHF | 36 798 CHF | 99,26% | 99,26% |
13/11/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 120 766 | 99 594 | 51 164 CHF | 43 211 CHF | 95,84% | 95,84% |
12/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 52 397 CHF | 44 665 CHF | 99,99% | 99,99% |
11/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 111 886 | 100 000 | 51 558 CHF | 47 099 CHF | 99,99% | 99,99% |
08/11/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 684 CHF | 54 684 CHF | 100,00% | 100,00% |
07/11/2024 | 1,98% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 806 | 99 697 | 51 566 CHF | 52 024 CHF | 99,99% | 99,99% |