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 | 2,31% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 120 047 | 100 000 | 51 384 CHF | 43 804 CHF | 99,00% | 99,00% |
19/11/2024 | 2,75% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 143 252 | 100 000 | 51 422 CHF | 36 920 CHF | 100,00% | 100,00% |
18/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 144 737 | 100 000 | 51 626 CHF | 36 699 CHF | 100,00% | 100,00% |
15/11/2024 | 2,50% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 132 180 | 100 000 | 52 201 CHF | 40 590 CHF | 100,00% | 100,00% |
14/11/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 116 800 | 100 000 | 52 971 CHF | 46 388 CHF | 99,22% | 99,22% |
13/11/2024 | 2,02% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 105 293 | 99 160 | 51 943 CHF | 49 958 CHF | 99,36% | 99,36% |
12/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 101 863 | 100 000 | 56 966 CHF | 57 152 CHF | 100,00% | 100,00% |
11/11/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 112 795 | 100 000 | 51 538 CHF | 46 734 CHF | 99,41% | 99,41% |
08/11/2024 | 2,41% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 126 582 | 100 000 | 51 972 CHF | 42 170 CHF | 100,00% | 100,00% |
07/11/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 109 984 | 97 395 | 52 864 CHF | 47 842 CHF | 98,73% | 98,73% |