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 | 2,94% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 150 502 | 75 000 | 51 622 CHF | 26 506 CHF | 100,00% | 100,00% |
19/11/2024 | 3,23% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 168 215 | 75 000 | 52 175 CHF | 24 047 CHF | 97,59% | 97,59% |
18/11/2024 | 3,85% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 167 198 | 63 966 | 51 962 CHF | 20 388 CHF | 99,94% | 99,94% |
15/11/2024 | 2,44% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 115 685 | 50 000 | 51 596 CHF | 23 159 CHF | 78,43% | 78,43% |
14/11/2024 | 1,86% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 89 618 | 50 000 | 53 553 CHF | 30 446 CHF | 99,43% | 99,43% |
13/11/2024 | 2,02% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 91 634 | 49 818 | 52 263 CHF | 29 014 CHF | 98,88% | 98,88% |
12/11/2024 | 1,80% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 86 945 | 50 000 | 53 040 CHF | 31 105 CHF | 87,66% | 87,66% |
11/11/2024 | 1,88% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 074 | 50 000 | 53 442 CHF | 30 229 CHF | 98,45% | 98,45% |
08/11/2024 | 2,02% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 96 545 | 50 000 | 52 675 CHF | 27 869 CHF | 100,00% | 100,00% |
07/11/2024 | 2,16% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 97 990 | 72 384 | 52 151 CHF | 39 599 CHF | 98,36% | 98,36% |