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 | 2,67% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 139 378 | 100 000 | 51 518 CHF | 37 972 CHF | 99,00% | 99,00% |
19/11/2024 | 3,27% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 171 709 | 100 000 | 51 582 CHF | 31 058 CHF | 100,00% | 100,00% |
18/11/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 173 239 | 100 000 | 51 685 CHF | 30 869 CHF | 100,00% | 100,00% |
15/11/2024 | 2,93% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 153 729 | 100 000 | 51 669 CHF | 34 725 CHF | 100,00% | 100,00% |
14/11/2024 | 2,50% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 130 705 | 100 000 | 51 541 CHF | 40 458 CHF | 99,22% | 99,22% |
13/11/2024 | 2,29% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 622 | 99 160 | 52 005 CHF | 44 114 CHF | 99,36% | 99,36% |
12/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 107 020 | 100 000 | 53 195 CHF | 51 227 CHF | 100,00% | 100,00% |
11/11/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 131 885 | 100 000 | 52 511 CHF | 40 846 CHF | 99,41% | 99,41% |
08/11/2024 | 2,80% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 147 403 | 100 000 | 51 884 CHF | 36 350 CHF | 100,00% | 100,00% |
07/11/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 121 696 | 97 395 | 51 426 CHF | 42 214 CHF | 98,73% | 98,73% |