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 | 2,47% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 129 378 | 100 000 | 51 702 CHF | 40 972 CHF | 99,00% | 99,00% |
19/11/2024 | 2,99% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 157 861 | 100 000 | 51 935 CHF | 33 920 CHF | 100,00% | 100,00% |
18/11/2024 | 3,00% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 158 144 | 100 000 | 51 856 CHF | 33 821 CHF | 100,00% | 100,00% |
15/11/2024 | 2,70% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 142 599 | 100 000 | 52 033 CHF | 37 590 CHF | 100,00% | 100,00% |
14/11/2024 | 2,33% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 121 490 | 100 000 | 51 471 CHF | 43 388 CHF | 99,22% | 99,22% |
13/11/2024 | 2,15% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 112 781 | 99 160 | 52 267 CHF | 46 983 CHF | 99,36% | 99,36% |
12/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 103 424 | 100 000 | 54 599 CHF | 54 152 CHF | 100,00% | 100,00% |
11/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 121 914 | 100 000 | 52 057 CHF | 43 734 CHF | 99,41% | 99,41% |
08/11/2024 | 2,59% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 135 851 | 100 000 | 51 684 CHF | 39 170 CHF | 100,00% | 100,00% |
07/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 116 731 | 97 395 | 52 578 CHF | 44 920 CHF | 98,73% | 98,73% |