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 | 3,13% | 0,42 CHF | 0,44 CHF | 120 000 | 100 000 | 120 549 | 100 000 | 51 124 CHF | 43 763 CHF | 100,00% | 100,00% |
19/11/2024 | 3,22% | 0,40 CHF | 0,42 CHF | 130 000 | 100 000 | 123 064 | 100 000 | 52 655 CHF | 44 238 CHF | 100,00% | 100,00% |
18/11/2024 | 3,44% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 924 | 100 000 | 53 536 CHF | 46 207 CHF | 100,00% | 100,00% |
15/11/2024 | 3,37% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 119 458 | 100 000 | 52 769 CHF | 45 698 CHF | 99,99% | 99,99% |
14/11/2024 | 3,30% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 115 695 | 100 000 | 52 244 CHF | 46 705 CHF | 99,52% | 99,52% |
13/11/2024 | 3,55% | 0,45 CHF | 0,47 CHF | 120 000 | 100 000 | 114 473 | 99 147 | 52 287 CHF | 46 946 CHF | 99,32% | 99,32% |
12/11/2024 | 2,61% | 0,46 CHF | 0,48 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 52 258 CHF | 48 762 CHF | 100,00% | 100,00% |
11/11/2024 | 2,56% | 0,48 CHF | 0,50 CHF | 110 000 | 100 000 | 109 678 | 100 000 | 53 683 CHF | 50 217 CHF | 100,00% | 100,00% |
08/11/2024 | 3,31% | 0,48 CHF | 0,50 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 52 781 CHF | 49 598 CHF | 100,00% | 100,00% |
07/11/2024 | 3,27% | 0,49 CHF | 0,51 CHF | 110 000 | 100 000 | 108 921 | 97 408 | 53 176 CHF | 49 150 CHF | 99,13% | 99,13% |