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 | 2,77% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 143 531 | 50 000 | 51 169 CHF | 18 342 CHF | 100,00% | 100,00% |
19/11/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 146 431 | 50 000 | 51 936 CHF | 18 249 CHF | 99,40% | 99,40% |
18/11/2024 | 3,74% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 150 591 | 42 940 | 51 088 CHF | 15 178 CHF | 78,09% | 78,09% |
15/11/2024 | 3,16% | 0,32 CHF | 0,33 CHF | 158 482 | 50 000 | 158 700 | 50 000 | 49 394 CHF | 16 062 CHF | 49,41% | 49,41% |
14/11/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 156 154 | 50 000 | 156 467 | 50 000 | 51 013 CHF | 16 802 CHF | 92,31% | 92,31% |
13/11/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 159 514 | 50 000 | 154 260 | 49 704 | 50 316 CHF | 16 728 CHF | 99,32% | 99,32% |
12/11/2024 | 2,63% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 140 000 | 50 000 | 52 449 CHF | 19 232 CHF | 100,00% | 100,00% |
11/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 131 433 | 50 000 | 51 329 CHF | 20 034 CHF | 100,00% | 100,00% |
08/11/2024 | 2,79% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 145 613 | 50 000 | 51 555 CHF | 18 229 CHF | 97,01% | 97,01% |
07/11/2024 | 2,93% | 0,34 CHF | 0,35 CHF | 149 979 | 50 000 | 148 040 | 48 571 | 51 741 CHF | 17 482 CHF | 89,91% | 89,91% |