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 | 2,29% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 111 538 | 75 000 | 51 838 CHF | 35 680 CHF | 100,00% | 100,00% |
19/11/2024 | 2,60% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 127 475 | 50 000 | 52 471 CHF | 21 151 CHF | 99,99% | 99,99% |
18/11/2024 | 3,04% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 123 594 | 63 971 | 52 069 CHF | 27 623 CHF | 100,00% | 100,00% |
15/11/2024 | 2,89% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 140 773 | 50 000 | 51 585 CHF | 18 916 CHF | 99,90% | 99,90% |
14/11/2024 | 3,07% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 131 363 | 48 156 | 48 533 CHF | 18 351 CHF | 97,31% | 97,31% |
13/11/2024 | 2,44% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 118 847 | 74 123 | 52 517 CHF | 33 562 CHF | 98,65% | 98,65% |
12/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 126 366 | 50 000 | 51 991 CHF | 21 138 CHF | 96,80% | 96,80% |
11/11/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 106 732 | 50 000 | 52 025 CHF | 24 926 CHF | 99,56% | 99,56% |
08/11/2024 | 2,32% | 0,47 CHF | 0,49 CHF | 110 000 | 50 000 | 109 637 | 50 000 | 51 977 CHF | 24 265 CHF | 99,41% | 99,41% |
07/11/2024 | 2,38% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 94 729 | 47 981 | 49 363 CHF | 25 596 CHF | 97,83% | 97,83% |