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 | 2,33% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 120 951 | 75 000 | 51 291 CHF | 32 563 CHF | 100,00% | 100,00% |
19/11/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 135 995 | 75 000 | 51 781 CHF | 29 391 CHF | 92,76% | 92,76% |
18/11/2024 | 2,70% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 120 006 | 63 972 | 51 629 CHF | 28 226 CHF | 100,00% | 100,00% |
15/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 113 570 | 75 000 | 52 820 CHF | 35 678 CHF | 100,00% | 100,00% |
14/11/2024 | 2,20% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 115 757 | 75 000 | 52 105 CHF | 34 560 CHF | 99,26% | 99,26% |
13/11/2024 | 2,58% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 134 165 | 74 106 | 52 099 CHF | 29 613 CHF | 96,42% | 96,42% |
12/11/2024 | 1,98% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 101 642 | 75 000 | 50 785 CHF | 38 262 CHF | 99,09% | 99,09% |
11/11/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 674 CHF | 40 255 CHF | 100,00% | 100,00% |
08/11/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 438 | 75 000 | 52 394 CHF | 36 339 CHF | 99,75% | 99,75% |
07/11/2024 | 2,05% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 102 820 | 72 667 | 51 669 CHF | 37 362 CHF | 98,69% | 98,69% |