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 | 2,30% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 119 999 | 100 000 | 51 663 CHF | 44 053 CHF | 99,00% | 99,00% |
19/11/2024 | 2,73% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 141 603 | 100 000 | 51 148 CHF | 37 138 CHF | 100,00% | 100,00% |
18/11/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 144 073 | 100 000 | 51 636 CHF | 36 869 CHF | 100,00% | 100,00% |
15/11/2024 | 2,49% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 130 917 | 100 000 | 52 007 CHF | 40 812 CHF | 100,00% | 100,00% |
14/11/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 116 615 | 100 000 | 52 968 CHF | 46 458 CHF | 99,22% | 99,22% |
13/11/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 105 143 | 99 160 | 51 982 CHF | 50 063 CHF | 99,36% | 99,36% |
12/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 101 827 | 100 000 | 57 027 CHF | 57 227 CHF | 100,00% | 100,00% |
11/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 112 184 | 100 000 | 51 548 CHF | 46 990 CHF | 99,41% | 99,41% |
08/11/2024 | 2,40% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 125 566 | 100 000 | 51 795 CHF | 42 350 CHF | 100,00% | 100,00% |
07/11/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 109 767 | 97 395 | 53 029 CHF | 48 091 CHF | 98,73% | 98,73% |