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 | 2,25% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 119 984 | 50 000 | 52 676 CHF | 22 456 CHF | 100,00% | 100,00% |
19/11/2024 | 2,42% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 126 277 | 50 000 | 51 647 CHF | 20 974 CHF | 100,00% | 100,00% |
18/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 124 199 | 50 000 | 51 733 CHF | 21 341 CHF | 100,00% | 100,00% |
15/11/2024 | 2,36% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 123 583 | 50 000 | 51 709 CHF | 21 450 CHF | 100,00% | 100,00% |
14/11/2024 | 2,60% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 136 547 | 50 000 | 51 740 CHF | 19 473 CHF | 99,22% | 99,22% |
13/11/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 145 593 | 49 448 | 51 498 CHF | 17 998 CHF | 99,36% | 99,36% |
12/11/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 140 034 | 50 000 | 51 590 CHF | 18 921 CHF | 100,00% | 100,00% |
11/11/2024 | 2,30% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 121 620 | 50 000 | 52 384 CHF | 22 050 CHF | 100,00% | 100,00% |
08/11/2024 | 4,50% | 0,39 CHF | 0,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 697 CHF | 9 098 CHF | 91,59% | 91,59% |
07/11/2024 | 2,46% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 124 480 | 48 697 | 51 609 CHF | 20 699 CHF | 98,73% | 98,73% |