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 | 4,56% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 149 976 | 100 000 | 52 176 CHF | 36 415 CHF | 100,00% | 100,00% |
19/11/2024 | 4,51% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 145 966 | 100 000 | 51 388 CHF | 36 922 CHF | 100,00% | 100,00% |
18/11/2024 | 3,67% | 0,37 CHF | 0,39 CHF | 140 000 | 100 000 | 140 000 | 100 000 | 52 131 CHF | 38 627 CHF | 100,00% | 100,00% |
15/11/2024 | 3,97% | 0,36 CHF | 0,38 CHF | 140 000 | 100 000 | 140 628 | 100 000 | 51 597 CHF | 38 182 CHF | 99,99% | 99,99% |
14/11/2024 | 3,86% | 0,38 CHF | 0,40 CHF | 140 000 | 100 000 | 138 246 | 100 000 | 52 103 CHF | 39 187 CHF | 99,52% | 99,52% |
13/11/2024 | 3,62% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 135 768 | 99 147 | 52 014 CHF | 39 401 CHF | 99,32% | 99,32% |
12/11/2024 | 4,45% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 000 | 100 000 | 51 691 CHF | 41 573 CHF | 100,00% | 100,00% |
11/11/2024 | 4,20% | 0,41 CHF | 0,43 CHF | 130 000 | 100 000 | 127 826 | 100 000 | 52 670 CHF | 42 985 CHF | 100,00% | 100,00% |
08/11/2024 | 3,47% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 130 000 | 100 000 | 52 778 CHF | 42 033 CHF | 100,00% | 100,00% |
07/11/2024 | 3,80% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 124 115 | 97 408 | 51 300 CHF | 41 854 CHF | 99,13% | 99,13% |