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 | 2,38% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 125 488 | 100 000 | 52 010 CHF | 42 476 CHF | 99,00% | 99,00% |
19/11/2024 | 2,86% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 149 446 | 100 000 | 51 549 CHF | 35 509 CHF | 100,00% | 100,00% |
18/11/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 149 462 | 100 000 | 51 475 CHF | 35 479 CHF | 100,00% | 100,00% |
15/11/2024 | 2,59% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 134 716 | 100 000 | 51 330 CHF | 39 213 CHF | 100,00% | 100,00% |
14/11/2024 | 2,25% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 118 926 | 100 000 | 52 204 CHF | 44 917 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 | 102 517 | 100 000 | 55 827 CHF | 55 742 CHF | 100,00% | 100,00% |
11/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 118 621 | 100 000 | 52 591 CHF | 45 365 CHF | 99,41% | 99,41% |
08/11/2024 | 2,50% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 131 023 | 100 000 | 51 702 CHF | 40 594 CHF | 100,00% | 100,00% |
07/11/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 111 431 | 97 395 | 52 077 CHF | 46 576 CHF | 98,73% | 98,73% |