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 | 2,25% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 119 638 | 75 000 | 52 624 CHF | 33 745 CHF | 100,00% | 100,00% |
19/11/2024 | 2,26% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 119 754 | 75 000 | 52 507 CHF | 33 646 CHF | 99,99% | 99,99% |
18/11/2024 | 2,29% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 118 991 | 63 972 | 52 111 CHF | 28 730 CHF | 100,00% | 100,00% |
15/11/2024 | 2,50% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 86 051 | 61 326 | 39 408 CHF | 28 818 CHF | 100,00% | 100,00% |
14/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 109 059 | 75 000 | 52 073 CHF | 36 630 CHF | 99,44% | 99,44% |
13/11/2024 | 2,38% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 125 316 | 74 376 | 51 959 CHF | 31 605 CHF | 98,81% | 98,81% |
12/11/2024 | 2,28% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 120 276 | 75 000 | 52 065 CHF | 33 220 CHF | 100,00% | 100,00% |
11/11/2024 | 2,10% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 110 199 | 75 000 | 51 915 CHF | 36 085 CHF | 99,90% | 99,90% |
08/11/2024 | 2,05% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 108 197 | 75 000 | 52 266 CHF | 37 001 CHF | 97,40% | 97,40% |
07/11/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 101 075 | 72 310 | 53 240 CHF | 38 991 CHF | 95,53% | 95,53% |