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 | 3,74% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 877 | 100 000 | 51 272 CHF | 40 676 CHF | 100,00% | 100,00% |
19/11/2024 | 4,07% | 0,37 CHF | 0,39 CHF | 140 000 | 100 000 | 131 883 | 100 000 | 51 996 CHF | 41 138 CHF | 100,00% | 100,00% |
18/11/2024 | 3,62% | 0,41 CHF | 0,43 CHF | 130 000 | 100 000 | 124 419 | 100 000 | 51 560 CHF | 42 993 CHF | 100,00% | 100,00% |
15/11/2024 | 3,80% | 0,40 CHF | 0,42 CHF | 130 000 | 100 000 | 127 490 | 100 000 | 52 152 CHF | 42 516 CHF | 99,99% | 99,99% |
14/11/2024 | 3,43% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 122 577 | 100 000 | 51 388 CHF | 43 414 CHF | 99,52% | 99,52% |
13/11/2024 | 3,52% | 0,42 CHF | 0,44 CHF | 120 000 | 100 000 | 120 585 | 99 147 | 51 280 CHF | 43 674 CHF | 99,32% | 99,32% |
12/11/2024 | 3,67% | 0,43 CHF | 0,45 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 52 862 CHF | 45 699 CHF | 100,00% | 100,00% |
11/11/2024 | 3,60% | 0,45 CHF | 0,47 CHF | 120 000 | 100 000 | 115 257 | 100 000 | 52 391 CHF | 47 143 CHF | 100,00% | 100,00% |
08/11/2024 | 3,31% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 53 773 CHF | 46 318 CHF | 100,00% | 100,00% |
07/11/2024 | 3,54% | 0,46 CHF | 0,48 CHF | 110 000 | 100 000 | 112 668 | 97 408 | 51 339 CHF | 46 009 CHF | 99,13% | 99,13% |