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 | 3,01% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 158 056 | 100 000 | 51 712 CHF | 33 737 CHF | 99,00% | 99,00% |
19/11/2024 | 3,79% | 0,26 CHF | 0,27 CHF | 190 367 | 100 000 | 190 606 | 100 000 | 49 307 CHF | 26 875 CHF | 69,54% | 69,54% |
18/11/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 191 959 | 100 000 | 191 711 | 100 000 | 48 780 CHF | 26 454 CHF | 83,28% | 83,28% |
15/11/2024 | 3,30% | 0,27 CHF | 0,28 CHF | 192 088 | 100 000 | 172 138 | 100 000 | 51 368 CHF | 30 924 CHF | 90,13% | 90,13% |
14/11/2024 | 2,80% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 146 897 | 100 000 | 51 804 CHF | 36 298 CHF | 99,22% | 99,22% |
13/11/2024 | 2,55% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 132 652 | 99 160 | 52 104 CHF | 39 986 CHF | 99,36% | 99,36% |
12/11/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 114 560 | 100 000 | 51 780 CHF | 46 938 CHF | 100,00% | 100,00% |
11/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 143 760 | 100 000 | 51 175 CHF | 36 645 CHF | 99,41% | 99,41% |
08/11/2024 | 3,16% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 165 518 | 100 000 | 51 598 CHF | 32 329 CHF | 91,41% | 91,41% |
07/11/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 136 824 | 97 395 | 52 013 CHF | 38 078 CHF | 98,73% | 98,73% |