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 | 2,39% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 125 954 | 100 000 | 52 069 CHF | 42 370 CHF | 99,00% | 99,00% |
19/11/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 149 509 | 100 000 | 51 538 CHF | 35 487 CHF | 100,00% | 100,00% |
18/11/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 149 969 | 100 000 | 51 420 CHF | 35 327 CHF | 100,00% | 100,00% |
15/11/2024 | 2,59% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 135 208 | 100 000 | 51 414 CHF | 39 137 CHF | 100,00% | 100,00% |
14/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 119 011 | 100 000 | 52 134 CHF | 44 825 CHF | 99,22% | 99,22% |
13/11/2024 | 2,10% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 108 820 | 99 160 | 52 081 CHF | 48 482 CHF | 99,36% | 99,36% |
12/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 102 594 | 100 000 | 55 721 CHF | 55 599 CHF | 100,00% | 100,00% |
11/11/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 119 105 | 100 000 | 52 693 CHF | 45 265 CHF | 99,41% | 99,41% |
08/11/2024 | 2,50% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 131 036 | 100 000 | 51 682 CHF | 40 574 CHF | 100,00% | 100,00% |
07/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 111 454 | 97 395 | 52 019 CHF | 46 517 CHF | 98,73% | 98,73% |