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 | 2,80% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 146 839 | 100 000 | 51 668 CHF | 36 436 CHF | 100,00% | 100,00% |
19/11/2024 | 2,94% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 154 759 | 100 000 | 51 943 CHF | 34 767 CHF | 100,00% | 100,00% |
18/11/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 134 485 | 100 000 | 51 728 CHF | 39 518 CHF | 100,00% | 100,00% |
15/11/2024 | 2,21% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 116 173 | 100 000 | 51 903 CHF | 45 725 CHF | 100,00% | 100,00% |
14/11/2024 | 2,15% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 113 773 | 100 000 | 52 251 CHF | 46 969 CHF | 99,52% | 99,52% |
13/11/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 112 192 | 99 147 | 52 071 CHF | 47 067 CHF | 99,32% | 99,32% |
12/11/2024 | 1,75% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 656 CHF | 57 656 CHF | 100,00% | 100,00% |
11/11/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 649 CHF | 63 649 CHF | 100,00% | 100,00% |
08/11/2024 | 1,78% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 921 CHF | 56 921 CHF | 100,00% | 100,00% |
07/11/2024 | 1,68% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 644 | 97 406 | 62 123 CHF | 61 874 CHF | 99,12% | 99,12% |