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 | 2,52% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 139 860 | 139 860 | 54 764 CHF | 56 163 CHF | 100,00% | 100,00% |
19/11/2024 | 2,31% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 033 | 125 033 | 53 611 CHF | 54 861 CHF | 99,86% | 99,86% |
18/11/2024 | 2,42% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 126 630 | 126 630 | 51 755 CHF | 53 022 CHF | 99,88% | 99,88% |
15/11/2024 | 2,48% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 131 026 | 131 026 | 52 246 CHF | 53 557 CHF | 100,00% | 100,00% |
14/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 149 700 | 149 700 | 56 177 CHF | 57 674 CHF | 100,00% | 100,00% |
13/11/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 142 453 | 142 453 | 54 864 CHF | 56 289 CHF | 100,00% | 100,00% |
12/11/2024 | 3,28% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 176 079 | 176 079 | 52 867 CHF | 54 628 CHF | 99,66% | 99,66% |
11/11/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 192 487 | 192 487 | 54 395 CHF | 56 320 CHF | 99,88% | 99,88% |
08/11/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 166 767 | 166 767 | 54 882 CHF | 56 550 CHF | 100,00% | 100,00% |
07/11/2024 | 3,24% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 173 211 | 173 211 | 52 698 CHF | 54 430 CHF | 99,87% | 99,87% |