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 | 2,19% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 117 053 | 75 000 | 52 820 CHF | 34 619 CHF | 94,79% | 94,79% |
19/11/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 976 | 75 000 | 52 933 CHF | 36 543 CHF | 100,00% | 100,00% |
18/11/2024 | 3,23% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 68 193 | 51 451 | 29 811 CHF | 23 059 CHF | 100,00% | 100,00% |
15/11/2024 | 2,28% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 119 666 | 75 000 | 51 877 CHF | 33 280 CHF | 100,00% | 100,00% |
14/11/2024 | 2,16% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 114 651 | 75 000 | 52 471 CHF | 35 123 CHF | 83,69% | 83,69% |
13/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 110 000 | 74 112 | 52 514 CHF | 36 121 CHF | 94,16% | 94,16% |
12/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 109 957 | 75 000 | 52 886 CHF | 36 824 CHF | 84,38% | 84,38% |
11/11/2024 | 2,52% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 130 204 | 75 000 | 51 090 CHF | 30 184 CHF | 94,79% | 94,79% |
08/11/2024 | 2,22% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 118 219 | 75 000 | 52 673 CHF | 34 184 CHF | 100,00% | 100,00% |
07/11/2024 | 2,30% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 117 007 | 72 251 | 52 934 CHF | 33 382 CHF | 93,52% | 93,52% |