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 | 2,84% | 0,30 CHF | 0,31 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 49 006 CHF | 50 406 CHF | 100,00% | 100,00% |
19/11/2024 | 3,33% | 0,32 CHF | 0,33 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 41 763 CHF | 43 163 CHF | 100,00% | 100,00% |
18/11/2024 | 2,58% | 0,40 CHF | 0,41 CHF | 140 000 | 140 000 | 139 870 | 139 870 | 53 702 CHF | 55 102 CHF | 99,07% | 99,07% |
15/11/2024 | 2,08% | 0,43 CHF | 0,44 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 62 009 CHF | 63 309 CHF | 100,00% | 100,00% |
14/11/2024 | 2,10% | 0,54 CHF | 0,55 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 66 556 CHF | 67 956 CHF | 99,08% | 99,08% |
13/11/2024 | 3,14% | 0,30 CHF | 0,31 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 44 272 CHF | 45 672 CHF | 100,00% | 100,00% |
12/11/2024 | 2,16% | 0,34 CHF | 0,35 CHF | 120 000 | 120 000 | 119 996 | 119 996 | 55 540 CHF | 56 740 CHF | 100,00% | 100,00% |
11/11/2024 | 1,58% | 0,61 CHF | 0,62 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 87 939 CHF | 89 339 CHF | 100,00% | 100,00% |
08/11/2024 | 1,94% | 0,48 CHF | 0,49 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 61 687 CHF | 62 887 CHF | 100,00% | 100,00% |
07/11/2024 | 1,66% | 0,64 CHF | 0,65 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 83 843 CHF | 85 243 CHF | 99,67% | 99,67% |