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 | 2,96% | 0,33 CHF | 0,34 CHF | 144 949 | 50 000 | 144 242 | 50 000 | 47 995 CHF | 17 140 CHF | 100,00% | 100,00% |
19/11/2024 | 3,25% | 0,32 CHF | 0,33 CHF | 145 009 | 50 000 | 146 453 | 50 000 | 44 361 CHF | 15 650 CHF | 100,00% | 100,00% |
18/11/2024 | 3,18% | 0,32 CHF | 0,33 CHF | 145 916 | 50 000 | 146 433 | 50 000 | 45 380 CHF | 15 996 CHF | 100,00% | 100,00% |
15/11/2024 | 3,15% | 0,33 CHF | 0,34 CHF | 145 669 | 50 000 | 146 714 | 50 000 | 45 880 CHF | 16 141 CHF | 100,00% | 100,00% |
14/11/2024 | 3,61% | 0,29 CHF | 0,30 CHF | 148 024 | 50 000 | 150 060 | 50 000 | 40 923 CHF | 14 140 CHF | 99,22% | 99,22% |
13/11/2024 | 4,01% | 0,25 CHF | 0,26 CHF | 151 292 | 50 000 | 150 912 | 49 448 | 37 265 CHF | 12 709 CHF | 99,36% | 99,36% |
12/11/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 150 127 | 50 000 | 149 698 | 50 000 | 39 040 CHF | 13 540 CHF | 100,00% | 100,00% |
11/11/2024 | 3,05% | 0,30 CHF | 0,31 CHF | 145 889 | 50 000 | 144 262 | 50 000 | 46 696 CHF | 16 689 CHF | 100,00% | 100,00% |
08/11/2024 | 7,21% | 0,29 CHF | 0,31 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 036 CHF | 6 485 CHF | 100,00% | 100,00% |
07/11/2024 | 3,26% | 0,33 CHF | 0,34 CHF | 143 055 | 50 000 | 144 949 | 48 697 | 44 556 CHF | 15 457 CHF | 98,73% | 98,73% |