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 | 2,63% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 138 658 | 100 000 | 52 026 CHF | 38 540 CHF | 100,00% | 100,00% |
19/11/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 130 857 | 100 000 | 51 921 CHF | 40 689 CHF | 100,00% | 100,00% |
18/11/2024 | 2,40% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 127 430 | 100 000 | 52 372 CHF | 42 116 CHF | 100,00% | 100,00% |
15/11/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 130 000 | 100 000 | 52 090 CHF | 41 069 CHF | 100,00% | 100,00% |
14/11/2024 | 2,35% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 123 432 | 100 000 | 51 834 CHF | 43 036 CHF | 99,22% | 99,22% |
13/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 115 796 | 99 160 | 52 251 CHF | 45 775 CHF | 99,36% | 99,36% |
12/11/2024 | 2,64% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 139 013 | 100 000 | 52 047 CHF | 38 508 CHF | 100,00% | 100,00% |
11/11/2024 | 3,45% | 0,28 CHF | 0,29 CHF | 187 827 | 100 000 | 180 023 | 100 000 | 51 350 CHF | 29 530 CHF | 28,17% | 28,17% |
08/11/2024 | 3,23% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 169 879 | 100 000 | 51 702 CHF | 31 451 CHF | 100,00% | 100,00% |
07/11/2024 | 3,44% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 173 039 | 97 395 | 51 363 CHF | 29 908 CHF | 98,73% | 98,73% |