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 | 3,20% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 170 517 | 100 000 | 52 374 CHF | 31 734 CHF | 100,00% | 100,00% |
19/11/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 177 817 | 100 000 | 51 117 CHF | 29 766 CHF | 100,00% | 100,00% |
18/11/2024 | 3,59% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 186 301 | 100 000 | 50 967 CHF | 28 370 CHF | 100,00% | 100,00% |
15/11/2024 | 3,45% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 179 814 | 100 000 | 51 281 CHF | 29 526 CHF | 100,00% | 100,00% |
14/11/2024 | 3,65% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 188 871 | 100 000 | 50 773 CHF | 27 938 CHF | 67,27% | 67,27% |
13/11/2024 | 4,26% | 0,24 CHF | 0,25 CHF | 204 323 | 100 000 | 203 941 | 99 092 | 47 432 CHF | 24 048 CHF | 91,94% | 91,94% |
12/11/2024 | 3,14% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 165 059 | 100 000 | 51 721 CHF | 32 426 CHF | 100,00% | 100,00% |
11/11/2024 | 2,46% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 131 382 | 100 000 | 52 704 CHF | 41 149 CHF | 100,00% | 100,00% |
08/11/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 133 419 | 100 000 | 51 566 CHF | 39 673 CHF | 100,00% | 100,00% |
07/11/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 171 | 97 395 | 51 326 CHF | 39 411 CHF | 98,73% | 98,73% |