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 | 2,26% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 119 059 | 75 000 | 52 679 CHF | 33 954 CHF | 100,00% | 100,00% |
19/11/2024 | 2,50% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 129 391 | 75 000 | 51 918 CHF | 30 888 CHF | 97,59% | 97,59% |
18/11/2024 | 3,01% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 130 547 | 63 966 | 52 459 CHF | 26 147 CHF | 99,94% | 99,94% |
15/11/2024 | 2,04% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 94 401 | 50 000 | 52 731 CHF | 28 794 CHF | 78,41% | 78,41% |
14/11/2024 | 1,51% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 71 113 | 50 000 | 52 223 CHF | 37 297 CHF | 99,44% | 99,44% |
13/11/2024 | 1,57% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 77 099 | 49 818 | 54 228 CHF | 35 635 CHF | 98,88% | 98,88% |
12/11/2024 | 1,45% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 577 | 50 000 | 52 888 CHF | 38 035 CHF | 87,66% | 87,66% |
11/11/2024 | 1,49% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 71 383 | 50 000 | 51 995 CHF | 36 993 CHF | 98,45% | 98,45% |
08/11/2024 | 1,57% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 928 CHF | 34 239 CHF | 100,00% | 100,00% |
07/11/2024 | 1,75% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 81 609 | 72 384 | 53 620 CHF | 48 622 CHF | 98,35% | 98,35% |