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 | 4,04% | 0,38 CHF | 0,40 CHF | 140 000 | 25 000 | 139 796 | 25 000 | 51 845 CHF | 9 677 CHF | 99,12% | 99,12% |
19/11/2024 | 3,78% | 0,37 CHF | 0,38 CHF | 140 000 | 25 000 | 109 670 | 23 455 | 46 157 CHF | 10 594 CHF | 94,03% | 94,03% |
18/11/2024 | 3,36% | 0,58 CHF | 0,60 CHF | 90 000 | 25 000 | 92 094 | 23 895 | 51 739 CHF | 13 890 CHF | 99,79% | 99,79% |
15/11/2024 | 2,73% | 0,56 CHF | 0,58 CHF | 90 000 | 25 000 | 90 773 | 25 000 | 51 774 CHF | 14 659 CHF | 100,00% | 100,00% |
14/11/2024 | 2,59% | 0,62 CHF | 0,64 CHF | 90 000 | 25 000 | 89 987 | 25 000 | 54 897 CHF | 15 652 CHF | 99,44% | 99,44% |
13/11/2024 | 2,92% | 0,61 CHF | 0,62 CHF | 90 000 | 25 000 | 92 031 | 24 964 | 53 050 CHF | 14 842 CHF | 97,95% | 97,95% |
12/11/2024 | 2,30% | 0,66 CHF | 0,68 CHF | 80 000 | 25 000 | 79 619 | 25 000 | 55 097 CHF | 17 706 CHF | 100,00% | 100,00% |
11/11/2024 | 2,05% | 0,73 CHF | 0,75 CHF | 70 000 | 25 000 | 70 000 | 25 000 | 53 680 CHF | 19 569 CHF | 96,82% | 96,82% |
08/11/2024 | 2,30% | 0,71 CHF | 0,73 CHF | 80 000 | 25 000 | 79 274 | 25 000 | 55 309 CHF | 17 854 CHF | 99,79% | 99,79% |
07/11/2024 | 2,37% | 0,68 CHF | 0,70 CHF | 80 000 | 25 000 | 73 497 | 24 741 | 52 956 CHF | 18 284 CHF | 99,06% | 99,06% |