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 | 2,77% | 0,37 CHF | 0,38 CHF | 135 732 | 75 000 | 135 072 | 75 000 | 48 142 CHF | 27 479 CHF | 94,79% | 94,79% |
19/11/2024 | 2,57% | 0,38 CHF | 0,39 CHF | 135 557 | 75 000 | 131 738 | 75 000 | 50 571 CHF | 29 553 CHF | 100,00% | 100,00% |
18/11/2024 | 4,76% | 0,34 CHF | 0,35 CHF | 134 635 | 75 000 | 73 772 | 51 451 | 25 313 CHF | 18 255 CHF | 100,00% | 100,00% |
15/11/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 134 331 | 75 000 | 134 770 | 75 000 | 45 551 CHF | 26 096 CHF | 100,00% | 100,00% |
14/11/2024 | 2,70% | 0,35 CHF | 0,36 CHF | 135 129 | 75 000 | 134 608 | 75 000 | 49 252 CHF | 28 205 CHF | 83,69% | 83,69% |
13/11/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 135 969 | 75 000 | 132 132 | 74 112 | 50 764 CHF | 29 234 CHF | 94,16% | 94,16% |
12/11/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 131 394 | 75 000 | 50 957 CHF | 29 844 CHF | 84,37% | 84,37% |
11/11/2024 | 3,27% | 0,32 CHF | 0,33 CHF | 132 454 | 75 000 | 131 736 | 75 000 | 39 730 CHF | 23 366 CHF | 94,79% | 94,79% |
08/11/2024 | 2,80% | 0,33 CHF | 0,34 CHF | 132 339 | 75 000 | 132 852 | 75 000 | 46 892 CHF | 27 221 CHF | 100,00% | 100,00% |
07/11/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 133 083 | 75 000 | 133 569 | 72 251 | 47 643 CHF | 26 420 CHF | 93,52% | 93,52% |