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 | 2,48% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 129 518 | 100 000 | 51 541 CHF | 40 804 CHF | 99,00% | 99,00% |
19/11/2024 | 3,00% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 158 138 | 100 000 | 51 951 CHF | 33 870 CHF | 100,00% | 100,00% |
18/11/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 158 644 | 100 000 | 51 821 CHF | 33 699 CHF | 100,00% | 100,00% |
15/11/2024 | 2,71% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 142 765 | 100 000 | 52 040 CHF | 37 555 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 | 2,16% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 112 946 | 99 160 | 52 275 CHF | 46 927 CHF | 99,36% | 99,36% |
12/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 103 485 | 100 000 | 54 506 CHF | 54 034 CHF | 100,00% | 100,00% |
11/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 121 930 | 100 000 | 51 956 CHF | 43 645 CHF | 99,41% | 99,41% |
08/11/2024 | 2,60% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 136 761 | 100 000 | 51 865 CHF | 39 064 CHF | 100,00% | 100,00% |
07/11/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 116 824 | 97 395 | 52 593 CHF | 44 896 CHF | 98,73% | 98,73% |