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 | 2,42% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 127 161 | 100 000 | 51 898 CHF | 41 860 CHF | 100,00% | 100,00% |
19/11/2024 | 2,55% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 120 477 | 98 649 | 51 136 CHF | 42 910 CHF | 99,97% | 99,97% |
18/11/2024 | 2,38% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 125 282 | 100 000 | 51 903 CHF | 42 465 CHF | 100,00% | 100,00% |
15/11/2024 | 2,65% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 120 394 | 98 210 | 51 072 CHF | 42 706 CHF | 100,00% | 100,00% |
14/11/2024 | 2,58% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 128 420 | 99 347 | 51 677 CHF | 41 058 CHF | 99,29% | 99,29% |
13/11/2024 | 2,17% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 111 233 | 99 588 | 52 325 CHF | 47 903 CHF | 94,69% | 94,69% |
12/11/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 52 382 CHF | 48 620 CHF | 100,00% | 100,00% |
11/11/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 912 | 100 000 | 51 763 CHF | 52 316 CHF | 100,00% | 100,00% |
08/11/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 658 CHF | 61 658 CHF | 100,00% | 100,00% |
07/11/2024 | 1,65% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 61 374 CHF | 62 375 CHF | 99,99% | 99,99% |