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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3,95% | 0,33 CHF | 0,35 CHF | 158 682 | 75 000 | 147 787 | 75 000 | 51 716 CHF | 27 387 CHF | 99,98% | 99,98% |
20/11/2024 | 2,12% | 0,64 CHF | 0,66 CHF | 80 000 | 75 000 | 87 351 | 75 000 | 52 409 CHF | 46 059 CHF | 100,00% | 100,00% |
19/11/2024 | 1,72% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 941 CHF | 57 927 CHF | 100,00% | 100,00% |
18/11/2024 | 2,32% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 91 093 | 75 000 | 53 067 CHF | 44 917 CHF | 100,00% | 100,00% |
15/11/2024 | 3,42% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 63 318 | 54 333 | 35 275 CHF | 31 343 CHF | 100,00% | 100,00% |
14/11/2024 | 2,39% | 0,56 CHF | 0,57 CHF | 90 000 | 75 000 | 91 423 | 75 000 | 52 281 CHF | 43 956 CHF | 99,22% | 99,22% |
13/11/2024 | 2,27% | 0,58 CHF | 0,60 CHF | 90 000 | 75 000 | 88 777 | 74 449 | 53 817 CHF | 46 182 CHF | 99,36% | 99,36% |
12/11/2024 | 2,68% | 0,57 CHF | 0,59 CHF | 90 000 | 75 000 | 98 904 | 75 000 | 52 014 CHF | 40 568 CHF | 100,00% | 100,00% |
11/11/2024 | 3,43% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 121 146 | 73 099 | 49 952 CHF | 31 184 CHF | 100,00% | 100,00% |
08/11/2024 | 3,13% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 118 348 | 75 000 | 51 923 CHF | 33 972 CHF | 100,00% | 100,00% |