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 | 2,69% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 142 022 | 100 000 | 52 132 CHF | 37 738 CHF | 100,00% | 100,00% |
19/11/2024 | 3,02% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 140 909 | 98 649 | 50 584 CHF | 36 444 CHF | 99,96% | 99,96% |
18/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 131 302 | 100 000 | 51 102 CHF | 39 928 CHF | 100,00% | 100,00% |
15/11/2024 | 2,73% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 123 177 | 98 210 | 50 514 CHF | 41 319 CHF | 99,99% | 99,99% |
14/11/2024 | 2,61% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 129 647 | 99 347 | 51 441 CHF | 40 438 CHF | 99,27% | 99,27% |
13/11/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 130 614 | 99 541 | 52 498 CHF | 41 034 CHF | 84,86% | 84,86% |
12/11/2024 | 2,51% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 131 475 | 100 000 | 51 746 CHF | 40 373 CHF | 100,00% | 100,00% |
11/11/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 127 375 | 100 000 | 51 959 CHF | 41 818 CHF | 99,99% | 99,99% |
08/11/2024 | 2,32% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 120 324 | 100 000 | 51 296 CHF | 43 636 CHF | 100,00% | 100,00% |
07/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 110 666 | 99 697 | 51 116 CHF | 47 061 CHF | 99,99% | 99,99% |