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 | 4,33% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 140 000 | 100 000 | 51 622 CHF | 38 503 CHF | 100,00% | 100,00% |
19/11/2024 | 4,34% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 140 843 | 100 000 | 52 541 CHF | 39 027 CHF | 100,00% | 100,00% |
18/11/2024 | 3,85% | 0,39 CHF | 0,41 CHF | 130 000 | 100 000 | 131 173 | 100 000 | 51 533 CHF | 40 839 CHF | 100,00% | 100,00% |
15/11/2024 | 3,83% | 0,38 CHF | 0,40 CHF | 140 000 | 100 000 | 134 516 | 100 000 | 52 092 CHF | 40 265 CHF | 99,99% | 99,99% |
14/11/2024 | 3,57% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 131 282 | 100 000 | 52 245 CHF | 41 258 CHF | 99,52% | 99,52% |
13/11/2024 | 3,40% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 129 004 | 99 147 | 52 172 CHF | 41 490 CHF | 99,32% | 99,32% |
12/11/2024 | 4,31% | 0,41 CHF | 0,43 CHF | 130 000 | 100 000 | 121 791 | 100 000 | 50 932 CHF | 43 674 CHF | 100,00% | 100,00% |
11/11/2024 | 4,01% | 0,43 CHF | 0,45 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 52 008 CHF | 45 113 CHF | 100,00% | 100,00% |
08/11/2024 | 3,36% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 51 340 CHF | 44 246 CHF | 100,00% | 100,00% |
07/11/2024 | 3,45% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 120 096 | 97 408 | 52 247 CHF | 43 864 CHF | 99,13% | 99,13% |