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 | 2,61% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 137 431 | 50 000 | 51 960 CHF | 19 418 CHF | 100,00% | 100,00% |
19/11/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 138 279 | 50 000 | 52 241 CHF | 19 402 CHF | 99,40% | 99,40% |
18/11/2024 | 3,24% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 141 484 | 44 487 | 51 833 CHF | 16 867 CHF | 100,00% | 100,00% |
15/11/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 150 199 | 50 000 | 51 621 CHF | 17 685 CHF | 100,00% | 100,00% |
14/11/2024 | 2,78% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 144 968 | 50 000 | 51 392 CHF | 18 234 CHF | 99,52% | 99,52% |
13/11/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 145 887 | 49 704 | 51 658 CHF | 18 118 CHF | 99,32% | 99,32% |
12/11/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 130 000 | 50 000 | 52 183 CHF | 20 570 CHF | 100,00% | 100,00% |
11/11/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 122 560 | 50 000 | 51 095 CHF | 21 354 CHF | 100,00% | 100,00% |
08/11/2024 | 2,59% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 135 598 | 50 000 | 51 628 CHF | 19 562 CHF | 100,00% | 100,00% |
07/11/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 140 000 | 48 703 | 52 709 CHF | 18 845 CHF | 99,13% | 99,13% |