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 | 3,64% | 0,25 CHF | 0,28 CHF | 200 000 | 100 000 | 190 170 | 100 000 | 51 309 CHF | 27 983 CHF | 14,13% | 99,38% |
19/11/2024 | 3,81% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 197 802 | 100 000 | 50 934 CHF | 26 773 CHF | 100,00% | 100,00% |
18/11/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 178 487 | 100 000 | 51 717 CHF | 29 989 CHF | 100,00% | 100,00% |
15/11/2024 | 3,29% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 171 814 | 100 000 | 51 286 CHF | 30 859 CHF | 99,99% | 99,99% |
14/11/2024 | 3,60% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 185 989 | 100 000 | 50 727 CHF | 28 320 CHF | 99,52% | 99,52% |
13/11/2024 | 3,55% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 183 523 | 99 703 | 51 144 CHF | 28 806 CHF | 99,32% | 99,32% |
12/11/2024 | 3,26% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 171 706 | 100 000 | 51 822 CHF | 31 196 CHF | 100,00% | 100,00% |
11/11/2024 | 2,65% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 140 000 | 100 000 | 52 238 CHF | 38 313 CHF | 100,00% | 100,00% |
08/11/2024 | 2,70% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 140 999 | 100 000 | 51 440 CHF | 37 493 CHF | 100,00% | 100,00% |
07/11/2024 | - | 0,36 CHF | 0,42 CHF | 140 000 | 25 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |