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 | 3,00% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 168 021 | 168 021 | 55 155 CHF | 56 835 CHF | 100,00% | 100,00% |
19/11/2024 | 3,01% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 168 223 | 168 223 | 55 138 CHF | 56 820 CHF | 99,91% | 99,91% |
18/11/2024 | 2,73% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 153 395 | 153 395 | 55 507 CHF | 57 041 CHF | 99,91% | 99,91% |
15/11/2024 | 4,08% | 0,29 CHF | 0,30 CHF | 200 000 | 200 000 | 219 702 | 219 701 | 52 821 CHF | 55 018 CHF | 100,00% | 100,00% |
14/11/2024 | 5,02% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 265 437 | 265 437 | 51 515 CHF | 54 170 CHF | 100,00% | 100,00% |
13/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 054 | 150 054 | 56 064 CHF | 57 565 CHF | 100,00% | 100,00% |
12/11/2024 | 3,10% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 174 951 | 174 951 | 55 619 CHF | 57 368 CHF | 99,71% | 99,71% |
11/11/2024 | 2,96% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 165 985 | 165 985 | 55 209 CHF | 56 869 CHF | 99,85% | 99,85% |
08/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 133 640 | 133 640 | 52 587 CHF | 53 924 CHF | 100,00% | 100,00% |
07/11/2024 | 2,38% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 127 868 | 127 868 | 53 197 CHF | 54 476 CHF | 99,91% | 99,91% |