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 | 3,23% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 142 789 | 75 000 | 51 227 CHF | 27 802 CHF | 100,00% | 100,00% |
19/11/2024 | 2,93% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 154 637 | 75 000 | 51 928 CHF | 25 957 CHF | 99,40% | 99,40% |
18/11/2024 | 3,06% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 147 284 | 75 000 | 51 300 CHF | 26 962 CHF | 100,00% | 100,00% |
15/11/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 127 104 | 75 000 | 51 502 CHF | 31 266 CHF | 100,00% | 100,00% |
14/11/2024 | 2,77% | 0,41 CHF | 0,43 CHF | 130 000 | 75 000 | 128 642 | 75 000 | 52 080 CHF | 31 297 CHF | 99,52% | 99,52% |
13/11/2024 | 2,34% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 112 589 | 74 442 | 52 100 CHF | 35 281 CHF | 99,32% | 99,32% |
12/11/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 102 883 | 75 000 | 51 688 CHF | 38 512 CHF | 100,00% | 100,00% |
11/11/2024 | 2,15% | 0,54 CHF | 0,55 CHF | 100 000 | 75 000 | 94 747 | 75 000 | 52 479 CHF | 42 498 CHF | 100,00% | 100,00% |
08/11/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 90 702 | 75 000 | 52 587 CHF | 44 315 CHF | 100,00% | 100,00% |
07/11/2024 | 1,91% | 0,63 CHF | 0,65 CHF | 80 000 | 75 000 | 78 854 | 72 407 | 53 238 CHF | 49 713 CHF | 99,13% | 99,13% |