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 | 2,39% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 124 433 | 75 000 | 51 523 CHF | 31 845 CHF | 100,00% | 100,00% |
19/11/2024 | 2,89% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 142 404 | 73 453 | 50 121 CHF | 26 654 CHF | 100,00% | 100,00% |
18/11/2024 | 2,87% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 133 948 | 63 973 | 51 223 CHF | 24 855 CHF | 100,00% | 100,00% |
15/11/2024 | 2,53% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 132 571 | 75 000 | 51 728 CHF | 30 100 CHF | 100,00% | 100,00% |
14/11/2024 | 2,72% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 142 525 | 75 000 | 51 637 CHF | 27 956 CHF | 99,52% | 99,52% |
13/11/2024 | 3,30% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 170 000 | 74 146 | 51 505 CHF | 23 213 CHF | 99,32% | 99,32% |
12/11/2024 | 2,89% | 0,31 CHF | 0,32 CHF | 170 000 | 75 000 | 151 484 | 75 000 | 51 584 CHF | 26 304 CHF | 100,00% | 100,00% |
11/11/2024 | 2,75% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 142 601 | 75 000 | 51 204 CHF | 27 693 CHF | 100,00% | 100,00% |
08/11/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 150 722 | 75 000 | 51 398 CHF | 26 330 CHF | 100,00% | 100,00% |
07/11/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 141 979 | 72 406 | 51 436 CHF | 27 059 CHF | 99,12% | 99,12% |