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 | 3,89% | 0,32 CHF | 0,34 CHF | 160 000 | 100 000 | 160 030 | 100 000 | 52 015 CHF | 33 790 CHF | 100,00% | 100,00% |
19/11/2024 | 4,11% | 0,30 CHF | 0,32 CHF | 170 000 | 100 000 | 157 339 | 100 000 | 51 732 CHF | 34 347 CHF | 100,00% | 100,00% |
18/11/2024 | 4,13% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 149 657 | 100 000 | 52 081 CHF | 36 275 CHF | 100,00% | 100,00% |
15/11/2024 | 4,34% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 151 050 | 100 000 | 51 640 CHF | 35 728 CHF | 99,99% | 99,99% |
14/11/2024 | 4,31% | 0,36 CHF | 0,38 CHF | 140 000 | 100 000 | 145 588 | 100 000 | 51 289 CHF | 36 814 CHF | 99,52% | 99,52% |
13/11/2024 | 4,46% | 0,35 CHF | 0,37 CHF | 150 000 | 100 000 | 143 830 | 99 147 | 51 458 CHF | 37 106 CHF | 99,32% | 99,32% |
12/11/2024 | 3,16% | 0,36 CHF | 0,38 CHF | 140 000 | 100 000 | 140 000 | 100 000 | 52 677 CHF | 38 832 CHF | 100,00% | 100,00% |
11/11/2024 | 3,08% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 121 | 100 000 | 50 881 CHF | 40 328 CHF | 100,00% | 100,00% |
08/11/2024 | 3,97% | 0,38 CHF | 0,40 CHF | 140 000 | 100 000 | 137 519 | 100 000 | 52 536 CHF | 39 763 CHF | 100,00% | 100,00% |
07/11/2024 | 4,08% | 0,39 CHF | 0,41 CHF | 130 000 | 100 000 | 132 314 | 97 408 | 51 499 CHF | 39 509 CHF | 99,13% | 99,13% |