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 | 3,17% | 0,29 CHF | 0,30 CHF | 180 000 | 50 000 | 167 552 | 50 000 | 52 016 CHF | 16 041 CHF | 100,00% | 100,00% |
19/11/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 171 179 | 50 000 | 51 904 CHF | 15 688 CHF | 100,00% | 100,00% |
18/11/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 147 903 | 50 000 | 51 484 CHF | 17 917 CHF | 100,00% | 100,00% |
15/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 132 976 | 50 000 | 51 527 CHF | 19 886 CHF | 100,00% | 100,00% |
14/11/2024 | 2,82% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 148 128 | 50 000 | 51 748 CHF | 18 079 CHF | 99,44% | 99,44% |
13/11/2024 | 2,95% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 156 027 | 49 519 | 52 122 CHF | 17 052 CHF | 98,88% | 98,88% |
12/11/2024 | 2,77% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 143 946 | 50 000 | 51 155 CHF | 18 283 CHF | 100,00% | 100,00% |
11/11/2024 | 2,21% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 117 297 | 50 000 | 52 439 CHF | 22 869 CHF | 100,00% | 100,00% |
08/11/2024 | 2,18% | 0,43 CHF | 0,44 CHF | 120 000 | 25 000 | 116 012 | 25 000 | 52 573 CHF | 11 596 CHF | 100,00% | 100,00% |
07/11/2024 | 1,74% | 0,55 CHF | 0,56 CHF | 100 000 | 25 000 | 91 086 | 24 740 | 52 256 CHF | 14 448 CHF | 99,06% | 99,06% |