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 | 3,89% | 0,21 CHF | 0,22 CHF | 133 057 | 75 000 | 131 460 | 75 000 | 33 214 CHF | 19 704 CHF | 100,00% | 100,00% |
19/11/2024 | 4,54% | 0,23 CHF | 0,24 CHF | 132 020 | 75 000 | 132 623 | 75 000 | 28 569 CHF | 16 908 CHF | 100,00% | 100,00% |
18/11/2024 | 4,44% | 0,22 CHF | 0,23 CHF | 132 773 | 75 000 | 132 933 | 75 000 | 29 341 CHF | 17 307 CHF | 100,00% | 100,00% |
15/11/2024 | 4,49% | 0,24 CHF | 0,25 CHF | 132 399 | 75 000 | 133 325 | 75 000 | 29 208 CHF | 17 188 CHF | 100,00% | 100,00% |
14/11/2024 | 5,09% | 0,20 CHF | 0,21 CHF | 133 831 | 75 000 | 134 549 | 75 000 | 25 885 CHF | 15 183 CHF | 99,52% | 99,52% |
13/11/2024 | 5,74% | 0,15 CHF | 0,16 CHF | 135 760 | 75 000 | 134 475 | 74 138 | 23 439 CHF | 13 692 CHF | 98,35% | 98,35% |
12/11/2024 | 3,99% | 0,22 CHF | 0,23 CHF | 132 348 | 75 000 | 131 422 | 75 000 | 32 357 CHF | 19 218 CHF | 99,90% | 99,90% |
11/11/2024 | 3,18% | 0,31 CHF | 0,32 CHF | 128 719 | 75 000 | 128 591 | 75 000 | 39 750 CHF | 23 935 CHF | 100,00% | 100,00% |
08/11/2024 | 3,30% | 0,29 CHF | 0,30 CHF | 128 529 | 75 000 | 128 119 | 75 000 | 38 159 CHF | 23 088 CHF | 100,00% | 100,00% |
07/11/2024 | 3,06% | 0,34 CHF | 0,35 CHF | 126 405 | 75 000 | 127 304 | 72 408 | 42 212 CHF | 24 870 CHF | 99,13% | 99,13% |