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 | 2,35% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 123 865 | 100 000 | 51 977 CHF | 43 167 CHF | 100,00% | 100,00% |
19/11/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 129 475 | 100 000 | 52 113 CHF | 41 411 CHF | 100,00% | 100,00% |
18/11/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 115 980 | 100 000 | 52 444 CHF | 46 261 CHF | 100,00% | 100,00% |
15/11/2024 | 1,93% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 100 770 | 100 000 | 51 852 CHF | 52 474 CHF | 100,00% | 100,00% |
14/11/2024 | 1,88% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 714 CHF | 53 714 CHF | 99,52% | 99,52% |
13/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 520 | 99 147 | 53 288 CHF | 53 576 CHF | 99,32% | 99,32% |
12/11/2024 | 1,57% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 392 CHF | 64 392 CHF | 100,00% | 100,00% |
11/11/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 354 CHF | 70 354 CHF | 100,00% | 100,00% |
08/11/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 665 CHF | 63 665 CHF | 100,00% | 100,00% |
07/11/2024 | 1,50% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 99 146 | 97 406 | 68 573 CHF | 68 480 CHF | 99,12% | 99,12% |