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 | 4,08% | 0,32 CHF | 0,34 CHF | 160 000 | 100 000 | 160 000 | 100 000 | 52 311 CHF | 34 056 CHF | 100,00% | 100,00% |
19/11/2024 | 3,95% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 156 100 | 100 000 | 51 669 CHF | 34 529 CHF | 100,00% | 100,00% |
18/11/2024 | 4,12% | 0,35 CHF | 0,37 CHF | 150 000 | 100 000 | 148 045 | 100 000 | 51 823 CHF | 36 493 CHF | 100,00% | 100,00% |
15/11/2024 | 3,95% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 148 721 | 100 000 | 51 392 CHF | 35 974 CHF | 99,99% | 99,99% |
14/11/2024 | 4,30% | 0,36 CHF | 0,38 CHF | 140 000 | 100 000 | 144 244 | 100 000 | 51 074 CHF | 36 995 CHF | 99,52% | 99,52% |
13/11/2024 | 4,22% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 142 592 | 99 147 | 51 340 CHF | 37 253 CHF | 99,32% | 99,32% |
12/11/2024 | 3,76% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 140 000 | 100 000 | 52 779 CHF | 39 144 CHF | 100,00% | 100,00% |
11/11/2024 | 3,64% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 000 | 100 000 | 50 886 CHF | 40 594 CHF | 100,00% | 100,00% |
08/11/2024 | 3,95% | 0,38 CHF | 0,40 CHF | 140 000 | 100 000 | 136 750 | 100 000 | 52 377 CHF | 39 862 CHF | 100,00% | 100,00% |
07/11/2024 | 3,91% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 132 081 | 97 408 | 51 677 CHF | 39 651 CHF | 99,13% | 99,13% |