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 | 2,76% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 154 390 | 154 390 | 55 369 CHF | 56 913 CHF | 97,92% | 97,92% |
19/11/2024 | 3,22% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 175 167 | 175 168 | 53 502 CHF | 55 254 CHF | 99,99% | 99,99% |
18/11/2024 | 2,50% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 137 503 | 137 503 | 54 351 CHF | 55 726 CHF | 99,94% | 99,94% |
15/11/2024 | 2,01% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 112 626 | 112 626 | 55 306 CHF | 56 432 CHF | 97,76% | 97,76% |
14/11/2024 | 2,04% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 117 935 | 117 935 | 56 983 CHF | 58 163 CHF | 100,00% | 100,00% |
13/11/2024 | 3,03% | 0,31 CHF | 0,32 CHF | 200 000 | 200 000 | 167 450 | 167 450 | 54 383 CHF | 56 057 CHF | 100,00% | 100,00% |
12/11/2024 | 2,09% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 119 285 | 119 285 | 56 376 CHF | 57 569 CHF | 99,98% | 99,98% |
11/11/2024 | 1,54% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 97 668 | 97 668 | 63 003 CHF | 63 980 CHF | 100,00% | 100,00% |
08/11/2024 | 1,88% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 101 944 | 101 943 | 53 938 CHF | 54 957 CHF | 98,38% | 98,38% |
07/11/2024 | 1,61% | 0,66 CHF | 0,67 CHF | 75 000 | 75 000 | 95 957 | 95 957 | 58 970 CHF | 59 930 CHF | 94,34% | 94,34% |