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 | 3,22% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 169 101 | 100 000 | 51 641 CHF | 31 559 CHF | 99,00% | 99,00% |
19/11/2024 | 4,14% | 0,24 CHF | 0,25 CHF | 190 103 | 100 000 | 190 982 | 100 000 | 45 226 CHF | 24 683 CHF | 100,00% | 100,00% |
18/11/2024 | 4,18% | 0,23 CHF | 0,24 CHF | 191 771 | 100 000 | 191 935 | 100 000 | 45 057 CHF | 24 479 CHF | 100,00% | 100,00% |
15/11/2024 | 3,60% | 0,23 CHF | 0,24 CHF | 192 392 | 100 000 | 182 402 | 100 000 | 49 889 CHF | 28 434 CHF | 84,57% | 84,57% |
14/11/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 157 560 | 100 000 | 51 974 CHF | 34 018 CHF | 99,22% | 99,22% |
13/11/2024 | 2,72% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 139 136 | 99 160 | 51 592 CHF | 37 800 CHF | 99,36% | 99,36% |
12/11/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 118 243 | 100 000 | 52 026 CHF | 45 481 CHF | 94,98% | 94,98% |
11/11/2024 | 2,95% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 155 359 | 100 000 | 51 836 CHF | 34 418 CHF | 99,41% | 99,41% |
08/11/2024 | 3,37% | 0,26 CHF | 0,27 CHF | 187 650 | 100 000 | 174 771 | 100 000 | 51 063 CHF | 30 336 CHF | 79,98% | 79,98% |
07/11/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 141 906 | 97 395 | 50 781 CHF | 35 902 CHF | 98,73% | 98,73% |