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 | 4,09% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 131 914 | 100 000 | 51 229 CHF | 40 469 CHF | 100,00% | 100,00% |
19/11/2024 | 4,04% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 132 207 | 100 000 | 51 929 CHF | 40 970 CHF | 100,00% | 100,00% |
18/11/2024 | 3,64% | 0,41 CHF | 0,43 CHF | 130 000 | 100 000 | 126 063 | 100 000 | 52 004 CHF | 42 803 CHF | 100,00% | 100,00% |
15/11/2024 | 3,57% | 0,40 CHF | 0,42 CHF | 130 000 | 100 000 | 127 639 | 100 000 | 51 954 CHF | 42 207 CHF | 99,99% | 99,99% |
14/11/2024 | 3,40% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 123 144 | 100 000 | 51 453 CHF | 43 258 CHF | 99,52% | 99,52% |
13/11/2024 | 3,28% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 120 853 | 99 147 | 51 240 CHF | 43 442 CHF | 99,32% | 99,32% |
12/11/2024 | 4,01% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 52 598 CHF | 45 627 CHF | 100,00% | 100,00% |
11/11/2024 | 3,85% | 0,45 CHF | 0,47 CHF | 120 000 | 100 000 | 116 721 | 100 000 | 52 885 CHF | 47 104 CHF | 100,00% | 100,00% |
08/11/2024 | 3,20% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 53 715 CHF | 46 217 CHF | 100,00% | 100,00% |
07/11/2024 | 3,33% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 113 303 | 97 408 | 51 482 CHF | 45 789 CHF | 99,13% | 99,13% |