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 | 2,60% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 136 167 | 100 000 | 51 685 CHF | 39 167 CHF | 100,00% | 100,00% |
19/11/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 142 696 | 100 000 | 51 705 CHF | 37 411 CHF | 100,00% | 100,00% |
18/11/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 126 015 | 100 000 | 51 944 CHF | 42 261 CHF | 100,00% | 100,00% |
15/11/2024 | 2,09% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 110 343 | 100 000 | 52 355 CHF | 48 474 CHF | 100,00% | 100,00% |
14/11/2024 | 2,03% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 107 718 | 100 000 | 52 430 CHF | 49 714 CHF | 99,52% | 99,52% |
13/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 106 548 | 99 147 | 52 156 CHF | 49 612 CHF | 99,32% | 99,32% |
12/11/2024 | 1,67% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 392 CHF | 60 392 CHF | 100,00% | 100,00% |
11/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 420 CHF | 66 420 CHF | 100,00% | 100,00% |
08/11/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 665 CHF | 59 665 CHF | 100,00% | 100,00% |
07/11/2024 | 1,61% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 99 481 | 97 406 | 64 856 CHF | 64 640 CHF | 99,12% | 99,12% |