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 | 2,64% | 0,36 CHF | 0,37 CHF | 145 756 | 50 000 | 139 826 | 50 000 | 52 263 CHF | 19 196 CHF | 81,07% | 81,07% |
19/11/2024 | 2,92% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 145 935 | 50 000 | 49 316 CHF | 17 406 CHF | 89,09% | 89,09% |
18/11/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 145 455 | 50 000 | 50 540 CHF | 17 880 CHF | 82,18% | 82,18% |
15/11/2024 | 2,81% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 144 792 | 50 000 | 50 794 CHF | 18 054 CHF | 96,73% | 96,73% |
14/11/2024 | 3,16% | 0,33 CHF | 0,34 CHF | 148 535 | 50 000 | 150 020 | 50 000 | 46 782 CHF | 16 097 CHF | 99,22% | 99,22% |
13/11/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 151 292 | 50 000 | 150 801 | 49 448 | 43 178 CHF | 14 656 CHF | 99,36% | 99,36% |
12/11/2024 | 3,28% | 0,29 CHF | 0,30 CHF | 150 221 | 50 000 | 149 810 | 50 000 | 44 968 CHF | 15 509 CHF | 100,00% | 100,00% |
11/11/2024 | 2,72% | 0,34 CHF | 0,35 CHF | 145 889 | 50 000 | 142 270 | 50 000 | 51 574 CHF | 18 638 CHF | 85,80% | 85,80% |
08/11/2024 | 5,91% | 0,33 CHF | 0,34 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 7 008 CHF | 7 435 CHF | 100,00% | 100,00% |
07/11/2024 | 2,92% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 144 725 | 49 326 | 49 964 CHF | 17 534 CHF | 90,07% | 90,07% |