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 | 2,07% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 109 509 | 75 000 | 52 421 CHF | 36 683 CHF | 100,00% | 100,00% |
19/11/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 118 391 | 75 000 | 52 681 CHF | 34 138 CHF | 100,00% | 100,00% |
18/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 116 801 | 75 000 | 52 547 CHF | 34 518 CHF | 100,00% | 100,00% |
15/11/2024 | 2,21% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 116 447 | 75 000 | 52 096 CHF | 34 352 CHF | 100,00% | 100,00% |
14/11/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 123 282 | 75 000 | 51 837 CHF | 32 317 CHF | 99,52% | 99,52% |
13/11/2024 | 2,47% | 0,38 CHF | 0,39 CHF | 135 506 | 75 000 | 127 698 | 74 525 | 51 630 CHF | 30 969 CHF | 79,22% | 79,22% |
12/11/2024 | 2,10% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 111 472 | 75 000 | 52 497 CHF | 36 092 CHF | 99,90% | 99,90% |
11/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 53 509 CHF | 40 882 CHF | 100,00% | 100,00% |
08/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 370 CHF | 40 028 CHF | 100,00% | 100,00% |
07/11/2024 | 1,86% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 93 886 | 72 408 | 52 159 CHF | 41 146 CHF | 99,13% | 99,13% |