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 | 4,36% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 170 727 | 100 000 | 51 812 CHF | 31 705 CHF | 100,00% | 100,00% |
19/11/2024 | 5,14% | 0,28 CHF | 0,30 CHF | 180 000 | 100 000 | 169 889 | 100 000 | 51 880 CHF | 32 216 CHF | 100,00% | 100,00% |
18/11/2024 | 4,37% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 160 638 | 100 000 | 52 401 CHF | 34 084 CHF | 100,00% | 100,00% |
15/11/2024 | 4,64% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 161 332 | 100 000 | 51 838 CHF | 33 681 CHF | 99,99% | 99,99% |
14/11/2024 | 4,27% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 156 737 | 100 000 | 51 871 CHF | 34 570 CHF | 99,52% | 99,52% |
13/11/2024 | 4,83% | 0,33 CHF | 0,35 CHF | 160 000 | 100 000 | 154 902 | 99 147 | 52 072 CHF | 34 994 CHF | 99,32% | 99,32% |
12/11/2024 | 3,54% | 0,34 CHF | 0,36 CHF | 150 000 | 100 000 | 145 037 | 100 000 | 51 401 CHF | 36 734 CHF | 100,00% | 100,00% |
11/11/2024 | 3,51% | 0,36 CHF | 0,38 CHF | 140 000 | 100 000 | 140 000 | 100 000 | 51 657 CHF | 38 217 CHF | 100,00% | 100,00% |
08/11/2024 | 4,47% | 0,36 CHF | 0,38 CHF | 140 000 | 100 000 | 141 019 | 100 000 | 50 692 CHF | 37 598 CHF | 100,00% | 100,00% |
07/11/2024 | 4,56% | 0,37 CHF | 0,39 CHF | 140 000 | 100 000 | 140 669 | 97 408 | 51 665 CHF | 37 459 CHF | 99,13% | 99,13% |