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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3,83% | 0,27 CHF | 0,28 CHF | 193 897 | 100 000 | 191 956 | 100 000 | 49 300 CHF | 26 716 CHF | 84,94% | 84,94% |
22/11/2024 | 3,28% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 172 714 | 100 000 | 51 725 CHF | 30 989 CHF | 100,00% | 100,00% |
20/11/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 145 488 | 100 000 | 51 576 CHF | 36 476 CHF | 99,00% | 99,00% |
19/11/2024 | 3,45% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 179 509 | 100 000 | 51 114 CHF | 29 487 CHF | 100,00% | 100,00% |
18/11/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 178 921 | 100 000 | 50 998 CHF | 29 533 CHF | 87,91% | 87,91% |
15/11/2024 | 3,08% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 162 188 | 100 000 | 51 923 CHF | 33 137 CHF | 100,00% | 100,00% |
14/11/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 137 736 | 100 000 | 52 187 CHF | 38 917 CHF | 99,22% | 99,22% |
13/11/2024 | 2,40% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 124 074 | 99 160 | 51 919 CHF | 42 532 CHF | 99,36% | 99,36% |
12/11/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 110 079 | 100 000 | 52 836 CHF | 49 599 CHF | 100,00% | 100,00% |
11/11/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 134 963 | 100 000 | 51 585 CHF | 39 265 CHF | 99,41% | 99,41% |