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 | 2,51% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 130 635 | 100 000 | 51 323 CHF | 40 294 CHF | 100,00% | 100,00% |
19/11/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 124 392 | 100 000 | 51 431 CHF | 42 376 CHF | 100,00% | 100,00% |
18/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 51 227 CHF | 43 689 CHF | 100,00% | 100,00% |
15/11/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 124 122 | 100 000 | 51 717 CHF | 42 689 CHF | 100,00% | 100,00% |
14/11/2024 | 2,27% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 118 685 | 100 000 | 51 758 CHF | 44 641 CHF | 99,22% | 99,22% |
13/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 111 041 | 99 160 | 52 057 CHF | 47 504 CHF | 99,36% | 99,36% |
12/11/2024 | 2,53% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 133 010 | 100 000 | 51 896 CHF | 40 097 CHF | 100,00% | 100,00% |
11/11/2024 | 3,22% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 168 426 | 100 000 | 51 526 CHF | 31 635 CHF | 100,00% | 100,00% |
08/11/2024 | 3,06% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 160 939 | 100 000 | 51 733 CHF | 33 159 CHF | 100,00% | 100,00% |
07/11/2024 | 3,25% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 166 580 | 97 395 | 52 113 CHF | 31 460 CHF | 98,73% | 98,73% |