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 | 3,76% | 0,28 CHF | 0,29 CHF | 166 823 | 75 000 | 167 255 | 75 000 | 46 055 CHF | 21 445 CHF | 100,00% | 100,00% |
19/11/2024 | 3,93% | 0,26 CHF | 0,27 CHF | 167 980 | 75 000 | 168 357 | 75 000 | 42 036 CHF | 19 477 CHF | 99,40% | 99,40% |
18/11/2024 | 4,09% | 0,27 CHF | 0,28 CHF | 167 499 | 75 000 | 168 333 | 75 000 | 44 225 CHF | 20 528 CHF | 100,00% | 100,00% |
15/11/2024 | 3,59% | 0,32 CHF | 0,33 CHF | 165 411 | 75 000 | 157 111 | 75 000 | 52 172 CHF | 25 827 CHF | 59,82% | 59,82% |
14/11/2024 | 3,19% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 157 097 | 75 000 | 51 313 CHF | 25 353 CHF | 64,33% | 64,33% |
13/11/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 137 557 | 74 442 | 51 844 CHF | 28 868 CHF | 99,32% | 99,32% |
12/11/2024 | 2,71% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 124 284 | 75 000 | 51 888 CHF | 32 203 CHF | 100,00% | 100,00% |
11/11/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 111 760 | 75 000 | 52 587 CHF | 36 096 CHF | 100,00% | 100,00% |
08/11/2024 | 2,24% | 0,46 CHF | 0,48 CHF | 110 000 | 75 000 | 104 794 | 75 000 | 51 836 CHF | 37 979 CHF | 100,00% | 100,00% |
07/11/2024 | 2,13% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 89 816 | 72 407 | 52 873 CHF | 43 526 CHF | 99,13% | 99,13% |