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 | 2,56% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 135 211 | 100 000 | 52 170 CHF | 39 612 CHF | 99,00% | 99,00% |
19/11/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 164 036 | 100 000 | 52 011 CHF | 32 732 CHF | 100,00% | 100,00% |
18/11/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 164 568 | 100 000 | 52 048 CHF | 32 658 CHF | 100,00% | 100,00% |
15/11/2024 | 2,79% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 145 016 | 100 000 | 51 218 CHF | 36 442 CHF | 100,00% | 100,00% |
14/11/2024 | 2,40% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 127 114 | 100 000 | 52 325 CHF | 42 196 CHF | 99,22% | 99,22% |
13/11/2024 | 2,23% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 116 322 | 99 160 | 52 427 CHF | 45 733 CHF | 99,36% | 99,36% |
12/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 104 796 | 100 000 | 53 848 CHF | 52 815 CHF | 100,00% | 100,00% |
11/11/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 123 542 | 100 000 | 51 299 CHF | 42 570 CHF | 99,41% | 99,41% |
08/11/2024 | 2,69% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 140 899 | 100 000 | 51 690 CHF | 37 816 CHF | 100,00% | 100,00% |
07/11/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 120 004 | 97 395 | 52 637 CHF | 43 748 CHF | 98,73% | 98,73% |