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 | 2,38% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 124 760 | 75 000 | 51 745 CHF | 31 920 CHF | 100,00% | 100,00% |
19/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 128 584 | 75 000 | 52 106 CHF | 31 190 CHF | 99,92% | 99,92% |
18/11/2024 | 2,56% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 120 772 | 71 308 | 51 351 CHF | 31 084 CHF | 91,45% | 91,45% |
15/11/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 112 235 | 75 000 | 51 836 CHF | 35 412 CHF | 100,00% | 100,00% |
14/11/2024 | 2,22% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 115 881 | 75 000 | 51 721 CHF | 34 283 CHF | 96,08% | 96,08% |
13/11/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 126 515 | 74 351 | 51 902 CHF | 31 271 CHF | 84,33% | 84,33% |
12/11/2024 | 2,12% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 111 190 | 75 000 | 52 007 CHF | 35 858 CHF | 88,09% | 88,09% |
11/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 108 130 | 72 496 | 49 941 CHF | 34 257 CHF | 74,49% | 74,49% |
08/11/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 123 483 | 75 000 | 51 356 CHF | 31 966 CHF | 99,37% | 99,37% |
07/11/2024 | 2,32% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 120 340 | 73 698 | 52 706 CHF | 33 077 CHF | 98,73% | 98,73% |