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 | 2,64% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 138 734 | 100 000 | 51 824 CHF | 38 370 CHF | 99,00% | 99,00% |
19/11/2024 | 3,23% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 169 509 | 100 000 | 51 655 CHF | 31 487 CHF | 100,00% | 100,00% |
18/11/2024 | 3,25% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 169 969 | 100 000 | 51 486 CHF | 31 327 CHF | 100,00% | 100,00% |
15/11/2024 | 2,90% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 153 119 | 100 000 | 52 107 CHF | 35 137 CHF | 100,00% | 100,00% |
14/11/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 129 422 | 100 000 | 51 512 CHF | 40 825 CHF | 99,22% | 99,22% |
13/11/2024 | 2,28% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 118 877 | 99 160 | 52 043 CHF | 44 427 CHF | 99,36% | 99,36% |
12/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 106 714 | 100 000 | 53 364 CHF | 51 526 CHF | 100,00% | 100,00% |
11/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 130 455 | 100 000 | 52 469 CHF | 41 265 CHF | 99,41% | 99,41% |
08/11/2024 | 2,79% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 146 820 | 100 000 | 51 936 CHF | 36 523 CHF | 100,00% | 100,00% |
07/11/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 121 454 | 97 395 | 51 831 CHF | 42 621 CHF | 98,73% | 98,73% |