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 | 3,24% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 171 514 | 75 000 | 52 114 CHF | 23 553 CHF | 100,00% | 100,00% |
19/11/2024 | 3,24% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 172 424 | 75 000 | 52 344 CHF | 23 544 CHF | 99,99% | 99,99% |
18/11/2024 | 3,27% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 169 668 | 63 973 | 51 311 CHF | 20 040 CHF | 100,00% | 100,00% |
15/11/2024 | 3,41% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 116 749 | 61 331 | 37 298 CHF | 20 319 CHF | 99,98% | 99,98% |
14/11/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 153 372 | 75 000 | 51 784 CHF | 26 134 CHF | 99,44% | 99,44% |
13/11/2024 | 3,43% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 178 744 | 74 375 | 51 288 CHF | 22 096 CHF | 98,81% | 98,81% |
12/11/2024 | 3,26% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 171 093 | 75 000 | 51 684 CHF | 23 412 CHF | 100,00% | 100,00% |
11/11/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 157 482 | 75 000 | 52 213 CHF | 25 627 CHF | 99,88% | 99,88% |
08/11/2024 | 2,89% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 151 283 | 75 000 | 51 601 CHF | 26 348 CHF | 97,40% | 97,40% |
07/11/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 137 452 | 72 312 | 51 857 CHF | 28 178 CHF | 95,53% | 95,53% |