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 | 2,70% | 0,33 CHF | 0,34 CHF | 132 927 | 75 000 | 131 501 | 75 000 | 48 184 CHF | 28 236 CHF | 85,55% | 85,55% |
19/11/2024 | 2,99% | 0,35 CHF | 0,36 CHF | 131 853 | 75 000 | 132 618 | 75 000 | 43 762 CHF | 25 501 CHF | 100,00% | 100,00% |
18/11/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 132 773 | 75 000 | 132 961 | 75 000 | 44 721 CHF | 25 979 CHF | 100,00% | 100,00% |
15/11/2024 | 2,92% | 0,36 CHF | 0,37 CHF | 132 548 | 75 000 | 133 332 | 75 000 | 45 057 CHF | 26 102 CHF | 100,00% | 100,00% |
14/11/2024 | 3,17% | 0,32 CHF | 0,33 CHF | 133 850 | 75 000 | 134 564 | 75 000 | 41 828 CHF | 24 067 CHF | 99,52% | 99,52% |
13/11/2024 | 3,44% | 0,27 CHF | 0,28 CHF | 135 506 | 75 000 | 134 495 | 74 138 | 39 064 CHF | 22 302 CHF | 98,35% | 98,35% |
12/11/2024 | 2,74% | 0,33 CHF | 0,34 CHF | 132 631 | 75 000 | 131 424 | 75 000 | 47 434 CHF | 27 821 CHF | 99,90% | 99,90% |
11/11/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 120 163 | 75 000 | 51 026 CHF | 32 600 CHF | 91,43% | 91,43% |
08/11/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 128 267 | 75 000 | 126 500 | 75 000 | 52 116 CHF | 31 657 CHF | 17,38% | 17,38% |
07/11/2024 | 2,31% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 115 490 | 72 336 | 51 517 CHF | 33 197 CHF | 96,43% | 96,43% |