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 | 2,62% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 137 212 | 75 000 | 51 633 CHF | 29 016 CHF | 100,00% | 100,00% |
19/11/2024 | 3,23% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 160 432 | 73 453 | 50 191 CHF | 23 789 CHF | 100,00% | 100,00% |
18/11/2024 | 3,18% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 151 726 | 63 973 | 52 183 CHF | 22 382 CHF | 100,00% | 100,00% |
15/11/2024 | 2,81% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 148 475 | 75 000 | 52 057 CHF | 27 142 CHF | 100,00% | 100,00% |
14/11/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 161 802 | 75 000 | 52 074 CHF | 24 927 CHF | 99,52% | 99,52% |
13/11/2024 | 3,81% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 198 170 | 74 146 | 51 809 CHF | 20 138 CHF | 99,32% | 99,32% |
12/11/2024 | 3,28% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 171 554 | 75 000 | 51 525 CHF | 23 290 CHF | 100,00% | 100,00% |
11/11/2024 | 3,09% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 162 601 | 75 000 | 51 884 CHF | 24 693 CHF | 100,00% | 100,00% |
08/11/2024 | 3,27% | 0,30 CHF | 0,31 CHF | 170 000 | 75 000 | 170 723 | 75 000 | 51 391 CHF | 23 330 CHF | 100,00% | 100,00% |
07/11/2024 | 3,16% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 160 850 | 72 406 | 51 959 CHF | 24 226 CHF | 99,12% | 99,12% |