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 | 3,78% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 128 487 | 100 000 | 52 737 CHF | 42 639 CHF | 100,00% | 100,00% |
19/11/2024 | 3,89% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 123 420 | 100 000 | 51 063 CHF | 43 073 CHF | 100,00% | 100,00% |
18/11/2024 | 3,33% | 0,43 CHF | 0,45 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 52 158 CHF | 44 933 CHF | 100,00% | 100,00% |
15/11/2024 | 3,63% | 0,42 CHF | 0,44 CHF | 120 000 | 100 000 | 120 220 | 100 000 | 51 605 CHF | 44 516 CHF | 99,99% | 99,99% |
14/11/2024 | 3,28% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 52 744 CHF | 45 414 CHF | 99,52% | 99,52% |
13/11/2024 | 3,26% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 118 906 | 99 147 | 52 918 CHF | 45 591 CHF | 99,32% | 99,32% |
12/11/2024 | 3,82% | 0,45 CHF | 0,47 CHF | 120 000 | 100 000 | 111 420 | 100 000 | 51 141 CHF | 47 698 CHF | 100,00% | 100,00% |
11/11/2024 | 3,43% | 0,47 CHF | 0,49 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 52 225 CHF | 49 133 CHF | 100,00% | 100,00% |
08/11/2024 | 3,10% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 51 492 CHF | 48 286 CHF | 100,00% | 100,00% |
07/11/2024 | 3,23% | 0,48 CHF | 0,50 CHF | 110 000 | 100 000 | 110 018 | 97 408 | 52 356 CHF | 47 869 CHF | 99,13% | 99,13% |