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 | 2,44% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 128 534 | 50 000 | 52 087 CHF | 20 776 CHF | 100,00% | 100,00% |
19/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 137 045 | 50 000 | 51 411 CHF | 19 274 CHF | 100,00% | 100,00% |
18/11/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 134 656 | 50 000 | 51 791 CHF | 19 746 CHF | 100,00% | 100,00% |
15/11/2024 | 2,55% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 134 540 | 50 000 | 51 978 CHF | 19 845 CHF | 86,75% | 86,75% |
14/11/2024 | 2,90% | 0,36 CHF | 0,37 CHF | 150 000 | 50 000 | 150 456 | 50 000 | 51 123 CHF | 17 492 CHF | 51,70% | 51,70% |
13/11/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 151 622 | 50 000 | 150 977 | 49 447 | 48 498 CHF | 16 380 CHF | 99,16% | 99,16% |
12/11/2024 | 2,95% | 0,33 CHF | 0,34 CHF | 149 821 | 50 000 | 149 786 | 50 000 | 49 990 CHF | 17 187 CHF | 82,30% | 82,30% |
11/11/2024 | 2,49% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 131 726 | 50 000 | 52 322 CHF | 20 387 CHF | 100,00% | 100,00% |
08/11/2024 | 5,30% | 0,36 CHF | 0,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 7 848 CHF | 8 272 CHF | 91,59% | 91,59% |
07/11/2024 | 2,63% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 137 614 | 48 697 | 52 243 CHF | 18 979 CHF | 98,73% | 98,73% |