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 | 3,57% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 185 152 | 100 000 | 50 908 CHF | 28 511 CHF | 100,00% | 100,00% |
19/11/2024 | 3,59% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 169 852 | 98 650 | 51 014 CHF | 30 659 CHF | 99,98% | 99,98% |
18/11/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 195 945 | 100 000 | 51 150 CHF | 27 123 CHF | 100,00% | 100,00% |
15/11/2024 | 4,45% | 0,25 CHF | 0,26 CHF | 200 000 | 100 000 | 197 431 | 98 213 | 49 853 CHF | 25 804 CHF | 99,99% | 99,99% |
14/11/2024 | 4,20% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 205 957 | 99 348 | 50 481 CHF | 25 387 CHF | 99,26% | 99,26% |
13/11/2024 | 3,28% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 167 473 | 99 583 | 51 695 CHF | 31 764 CHF | 93,32% | 93,32% |
12/11/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 161 940 | 100 000 | 51 976 CHF | 33 110 CHF | 99,99% | 99,99% |
11/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 149 366 | 100 000 | 51 722 CHF | 35 637 CHF | 99,99% | 99,99% |
08/11/2024 | 2,34% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 123 263 | 100 000 | 52 059 CHF | 43 270 CHF | 100,00% | 100,00% |
07/11/2024 | 2,54% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 130 457 | 99 697 | 51 750 CHF | 40 629 CHF | 99,99% | 99,99% |