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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 53 276 CHF | 34 048 CHF | 94,79% | 94,79% |
22/11/2024 | 2,11% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 110 374 | 75 000 | 51 885 CHF | 36 011 CHF | 94,79% | 94,79% |
20/11/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 114 203 | 75 000 | 52 072 CHF | 34 979 CHF | 94,79% | 94,79% |
19/11/2024 | 2,05% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 378 | 75 000 | 53 316 CHF | 36 989 CHF | 100,00% | 100,00% |
18/11/2024 | 3,59% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 68 012 | 51 451 | 30 020 CHF | 23 335 CHF | 100,00% | 100,00% |
15/11/2024 | 2,27% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 119 308 | 75 000 | 51 997 CHF | 33 455 CHF | 100,00% | 100,00% |
14/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 114 651 | 75 000 | 53 319 CHF | 35 678 CHF | 83,69% | 83,69% |
13/11/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 110 000 | 74 112 | 53 270 CHF | 36 643 CHF | 94,16% | 94,16% |
12/11/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 108 990 | 75 000 | 53 167 CHF | 37 344 CHF | 84,37% | 84,37% |
11/11/2024 | 2,49% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 128 522 | 75 000 | 51 076 CHF | 30 578 CHF | 94,79% | 94,79% |