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 | 4,28% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 140 000 | 100 000 | 51 878 CHF | 38 676 CHF | 100,00% | 100,00% |
19/11/2024 | 4,29% | 0,35 CHF | 0,37 CHF | 150 000 | 100 000 | 139 712 | 100 000 | 52 293 CHF | 39 138 CHF | 100,00% | 100,00% |
18/11/2024 | 3,80% | 0,39 CHF | 0,41 CHF | 130 000 | 100 000 | 130 932 | 100 000 | 51 659 CHF | 40 993 CHF | 100,00% | 100,00% |
15/11/2024 | 4,00% | 0,38 CHF | 0,40 CHF | 140 000 | 100 000 | 133 086 | 100 000 | 51 778 CHF | 40 516 CHF | 99,99% | 99,99% |
14/11/2024 | 3,60% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 131 192 | 100 000 | 52 392 CHF | 41 414 CHF | 99,52% | 99,52% |
13/11/2024 | 3,68% | 0,40 CHF | 0,42 CHF | 130 000 | 100 000 | 128 845 | 99 147 | 52 208 CHF | 41 686 CHF | 99,32% | 99,32% |
12/11/2024 | 3,84% | 0,41 CHF | 0,43 CHF | 130 000 | 100 000 | 121 225 | 100 000 | 50 965 CHF | 43 698 CHF | 100,00% | 100,00% |
11/11/2024 | 3,76% | 0,43 CHF | 0,45 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 52 173 CHF | 45 143 CHF | 100,00% | 100,00% |
08/11/2024 | 3,46% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 51 373 CHF | 44 318 CHF | 100,00% | 100,00% |
07/11/2024 | 3,70% | 0,44 CHF | 0,46 CHF | 120 000 | 100 000 | 120 000 | 97 408 | 52 312 CHF | 44 060 CHF | 99,13% | 99,13% |