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 | 3,20% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 168 658 | 100 000 | 51 855 CHF | 31 760 CHF | 100,00% | 100,00% |
19/11/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 159 186 | 100 000 | 52 161 CHF | 33 789 CHF | 100,00% | 100,00% |
18/11/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 150 638 | 100 000 | 51 691 CHF | 35 321 CHF | 100,00% | 100,00% |
15/11/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 156 862 | 100 000 | 52 058 CHF | 34 204 CHF | 100,00% | 100,00% |
14/11/2024 | 2,81% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 147 555 | 100 000 | 51 785 CHF | 36 145 CHF | 99,22% | 99,22% |
13/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 135 485 | 99 160 | 51 836 CHF | 38 966 CHF | 99,36% | 99,36% |
12/11/2024 | 3,22% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 168 729 | 100 000 | 51 644 CHF | 31 690 CHF | 100,00% | 100,00% |
11/11/2024 | 4,45% | 0,25 CHF | 0,26 CHF | 191 252 | 100 000 | 189 040 | 100 000 | 41 708 CHF | 23 057 CHF | 100,00% | 100,00% |
08/11/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 189 010 | 100 000 | 188 753 | 100 000 | 44 556 CHF | 24 604 CHF | 100,00% | 100,00% |
07/11/2024 | 4,45% | 0,23 CHF | 0,24 CHF | 187 708 | 100 000 | 188 782 | 97 395 | 43 174 CHF | 23 260 CHF | 98,73% | 98,73% |