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 | 2,70% | 0,38 CHF | 0,39 CHF | 135 732 | 75 000 | 134 909 | 75 000 | 49 429 CHF | 28 229 CHF | 94,79% | 94,79% |
19/11/2024 | 2,51% | 0,38 CHF | 0,39 CHF | 135 333 | 75 000 | 130 821 | 75 000 | 51 418 CHF | 30 239 CHF | 100,00% | 100,00% |
18/11/2024 | 4,51% | 0,35 CHF | 0,36 CHF | 134 707 | 75 000 | 73 811 | 51 451 | 25 978 CHF | 18 705 CHF | 100,00% | 100,00% |
15/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 134 417 | 75 000 | 134 690 | 75 000 | 46 616 CHF | 26 705 CHF | 100,00% | 100,00% |
14/11/2024 | 2,63% | 0,36 CHF | 0,37 CHF | 135 175 | 75 000 | 133 475 | 75 000 | 50 107 CHF | 28 928 CHF | 83,69% | 83,69% |
13/11/2024 | 2,58% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 131 202 | 74 112 | 51 145 CHF | 29 646 CHF | 94,16% | 94,16% |
12/11/2024 | 2,48% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 130 248 | 75 000 | 51 824 CHF | 30 594 CHF | 84,38% | 84,38% |
11/11/2024 | 3,20% | 0,33 CHF | 0,34 CHF | 132 800 | 75 000 | 131 787 | 75 000 | 40 559 CHF | 23 828 CHF | 94,79% | 94,79% |
08/11/2024 | 2,73% | 0,34 CHF | 0,35 CHF | 132 378 | 75 000 | 132 858 | 75 000 | 48 008 CHF | 27 850 CHF | 100,00% | 100,00% |
07/11/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 133 083 | 75 000 | 133 408 | 72 251 | 48 895 CHF | 27 143 CHF | 93,52% | 93,52% |