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 | 2,26% | 0,39 CHF | 0,44 CHF | 130 000 | 75 000 | 119 888 | 75 000 | 52 522 CHF | 33 608 CHF | 14,13% | 100,00% |
19/11/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 129 855 | 75 000 | 121 758 | 75 000 | 51 282 CHF | 32 467 CHF | 51,65% | 51,65% |
18/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 113 955 | 75 000 | 52 184 CHF | 35 117 CHF | 100,00% | 100,00% |
15/11/2024 | 2,02% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 105 672 | 75 000 | 51 848 CHF | 37 583 CHF | 100,00% | 100,00% |
14/11/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 103 133 | 75 000 | 51 080 CHF | 37 958 CHF | 99,22% | 99,22% |
13/11/2024 | 2,54% | 0,46 CHF | 0,48 CHF | 110 000 | 75 000 | 110 682 | 74 155 | 52 017 CHF | 35 808 CHF | 98,74% | 98,74% |
12/11/2024 | 1,97% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 104 389 | 75 000 | 52 416 CHF | 38 475 CHF | 100,00% | 100,00% |
11/11/2024 | 1,76% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 95 118 | 75 000 | 53 510 CHF | 43 005 CHF | 100,00% | 100,00% |
08/11/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 92 836 | 75 000 | 51 891 CHF | 42 728 CHF | 100,00% | 100,00% |
07/11/2024 | 1,69% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 85 292 | 72 397 | 53 397 CHF | 46 039 CHF | 98,73% | 98,73% |