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 | 3,02% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 132 504 | 49 465 | 50 939 CHF | 19 618 CHF | 100,00% | 100,00% |
19/11/2024 | 2,67% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 131 742 | 50 000 | 51 718 CHF | 20 170 CHF | 100,00% | 100,00% |
18/11/2024 | 3,47% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 139 999 | 43 383 | 52 219 CHF | 16 668 CHF | 100,00% | 100,00% |
15/11/2024 | 3,01% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 147 988 | 50 000 | 51 912 CHF | 18 083 CHF | 100,00% | 100,00% |
14/11/2024 | 2,97% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 143 047 | 50 000 | 51 583 CHF | 18 587 CHF | 99,27% | 99,27% |
13/11/2024 | 3,06% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 147 429 | 49 393 | 52 038 CHF | 17 993 CHF | 97,38% | 97,38% |
12/11/2024 | 2,61% | 0,40 CHF | 0,42 CHF | 130 000 | 50 000 | 127 544 | 50 000 | 52 491 CHF | 21 130 CHF | 99,48% | 99,48% |
11/11/2024 | 4,38% | 0,46 CHF | 0,49 CHF | 110 000 | 50 000 | 109 814 | 50 000 | 51 923 CHF | 24 703 CHF | 100,00% | 100,00% |
08/11/2024 | 4,17% | 0,48 CHF | 0,50 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 52 803 CHF | 25 024 CHF | 100,00% | 100,00% |
07/11/2024 | 4,38% | 0,48 CHF | 0,50 CHF | 110 000 | 50 000 | 99 238 | 47 945 | 49 618 CHF | 25 033 CHF | 99,06% | 99,06% |