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 | 5,30% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 169 976 | 100 000 | 52 335 CHF | 32 469 CHF | 100,00% | 100,00% |
19/11/2024 | 5,07% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 165 353 | 100 000 | 51 600 CHF | 32 922 CHF | 100,00% | 100,00% |
18/11/2024 | 4,14% | 0,33 CHF | 0,35 CHF | 160 000 | 100 000 | 156 424 | 100 000 | 51 962 CHF | 34 642 CHF | 100,00% | 100,00% |
15/11/2024 | 4,45% | 0,32 CHF | 0,34 CHF | 160 000 | 100 000 | 158 274 | 100 000 | 51 711 CHF | 34 182 CHF | 99,99% | 99,99% |
14/11/2024 | 4,31% | 0,34 CHF | 0,36 CHF | 150 000 | 100 000 | 153 374 | 100 000 | 51 658 CHF | 35 187 CHF | 99,52% | 99,52% |
13/11/2024 | 4,03% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 150 897 | 99 147 | 51 789 CHF | 35 435 CHF | 99,32% | 99,32% |
12/11/2024 | 4,76% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 142 380 | 100 000 | 50 900 CHF | 37 507 CHF | 100,00% | 100,00% |
11/11/2024 | 4,64% | 0,37 CHF | 0,39 CHF | 140 000 | 100 000 | 140 000 | 100 000 | 52 104 CHF | 38 985 CHF | 100,00% | 100,00% |
08/11/2024 | 3,85% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 140 000 | 100 000 | 51 238 CHF | 38 033 CHF | 100,00% | 100,00% |
07/11/2024 | 4,20% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 140 190 | 97 408 | 52 375 CHF | 37 958 CHF | 99,13% | 99,13% |