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 | 2,80% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 146 446 | 100 000 | 51 530 CHF | 36 212 CHF | 99,00% | 99,00% |
19/11/2024 | 3,47% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 180 089 | 100 000 | 51 035 CHF | 29 355 CHF | 100,00% | 100,00% |
18/11/2024 | 3,47% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 180 209 | 100 000 | 50 970 CHF | 29 310 CHF | 85,24% | 85,24% |
15/11/2024 | 3,09% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 162 429 | 100 000 | 51 789 CHF | 33 006 CHF | 100,00% | 100,00% |
14/11/2024 | 2,63% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 138 146 | 100 000 | 51 872 CHF | 38 573 CHF | 99,22% | 99,22% |
13/11/2024 | 2,38% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 124 564 | 99 160 | 51 943 CHF | 42 380 CHF | 99,36% | 99,36% |
12/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 191 | 100 000 | 52 672 CHF | 49 398 CHF | 100,00% | 100,00% |
11/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 135 648 | 100 000 | 51 584 CHF | 39 071 CHF | 99,41% | 99,41% |
08/11/2024 | 2,95% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 155 243 | 100 000 | 51 770 CHF | 34 515 CHF | 100,00% | 100,00% |
07/11/2024 | 2,56% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 117 | 97 395 | 52 754 CHF | 40 545 CHF | 98,73% | 98,73% |