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 | 2,18% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 114 822 | 50 000 | 52 011 CHF | 23 169 CHF | 100,00% | 100,00% |
19/11/2024 | 2,33% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 123 393 | 50 000 | 52 299 CHF | 21 712 CHF | 100,00% | 100,00% |
18/11/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 51 845 CHF | 22 102 CHF | 100,00% | 100,00% |
15/11/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 120 890 | 50 000 | 52 524 CHF | 22 237 CHF | 100,00% | 100,00% |
14/11/2024 | 2,50% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 131 089 | 50 000 | 51 677 CHF | 20 233 CHF | 99,22% | 99,22% |
13/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 140 223 | 49 448 | 51 676 CHF | 18 719 CHF | 99,36% | 99,36% |
12/11/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 138 329 | 50 000 | 52 768 CHF | 19 578 CHF | 100,00% | 100,00% |
11/11/2024 | 2,23% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 116 483 | 50 000 | 51 743 CHF | 22 734 CHF | 100,00% | 100,00% |
08/11/2024 | 4,88% | 0,41 CHF | 0,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 065 CHF | 9 517 CHF | 100,00% | 100,00% |
07/11/2024 | 2,35% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 120 163 | 48 696 | 51 481 CHF | 21 352 CHF | 98,73% | 98,73% |