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 | 4,47% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 150 000 | 100 000 | 52 144 CHF | 36 354 CHF | 100,00% | 100,00% |
19/11/2024 | 4,45% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 146 157 | 100 000 | 51 374 CHF | 36 844 CHF | 100,00% | 100,00% |
18/11/2024 | 3,64% | 0,37 CHF | 0,39 CHF | 140 000 | 100 000 | 140 000 | 100 000 | 52 090 CHF | 38 587 CHF | 100,00% | 100,00% |
15/11/2024 | 3,94% | 0,36 CHF | 0,38 CHF | 140 000 | 100 000 | 140 628 | 100 000 | 51 573 CHF | 38 151 CHF | 99,99% | 99,99% |
14/11/2024 | 4,06% | 0,38 CHF | 0,40 CHF | 140 000 | 100 000 | 139 239 | 100 000 | 52 301 CHF | 39 129 CHF | 99,52% | 99,52% |
13/11/2024 | 4,01% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 136 402 | 99 147 | 52 038 CHF | 39 388 CHF | 99,32% | 99,32% |
12/11/2024 | 4,25% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 000 | 100 000 | 51 654 CHF | 41 459 CHF | 100,00% | 100,00% |
11/11/2024 | 4,11% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 128 300 | 100 000 | 52 807 CHF | 42 898 CHF | 100,00% | 100,00% |
08/11/2024 | 3,55% | 0,40 CHF | 0,42 CHF | 130 000 | 100 000 | 130 000 | 100 000 | 52 640 CHF | 41 954 CHF | 100,00% | 100,00% |
07/11/2024 | 3,67% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 125 089 | 97 408 | 51 578 CHF | 41 696 CHF | 99,13% | 99,13% |