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 | 4,28% | 0,36 CHF | 0,38 CHF | 140 000 | 50 000 | 143 982 | 50 000 | 51 329 CHF | 18 617 CHF | 100,00% | 100,00% |
19/11/2024 | 3,66% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 157 305 | 50 000 | 51 943 CHF | 17 135 CHF | 99,39% | 99,39% |
18/11/2024 | 4,43% | 0,34 CHF | 0,36 CHF | 150 000 | 50 000 | 151 988 | 43 383 | 51 578 CHF | 15 397 CHF | 99,96% | 99,96% |
15/11/2024 | 3,59% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 146 975 | 50 000 | 51 824 CHF | 18 339 CHF | 100,00% | 100,00% |
14/11/2024 | 2,90% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 138 945 | 50 000 | 52 691 CHF | 19 524 CHF | 99,52% | 99,52% |
13/11/2024 | 3,17% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 131 295 | 49 383 | 52 521 CHF | 20 392 CHF | 99,32% | 99,32% |
12/11/2024 | 2,73% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 120 063 | 50 000 | 53 197 CHF | 22 766 CHF | 100,00% | 100,00% |
11/11/2024 | 3,06% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 51 763 CHF | 22 237 CHF | 100,00% | 100,00% |
08/11/2024 | 2,87% | 0,43 CHF | 0,45 CHF | 120 000 | 50 000 | 120 144 | 50 000 | 51 137 CHF | 21 902 CHF | 100,00% | 100,00% |
07/11/2024 | 3,18% | 0,40 CHF | 0,42 CHF | 130 000 | 50 000 | 132 684 | 48 444 | 52 188 CHF | 19 652 CHF | 99,13% | 99,13% |