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 | 2,77% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 142 833 | 100 000 | 50 838 CHF | 36 619 CHF | 100,00% | 100,00% |
19/11/2024 | 2,94% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 156 242 | 100 000 | 52 318 CHF | 34 508 CHF | 100,00% | 100,00% |
18/11/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 160 407 | 100 000 | 51 722 CHF | 33 248 CHF | 100,00% | 100,00% |
15/11/2024 | 2,96% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 155 878 | 100 000 | 51 896 CHF | 34 311 CHF | 100,00% | 100,00% |
14/11/2024 | 3,15% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 167 024 | 100 000 | 52 140 CHF | 32 272 CHF | 99,22% | 99,22% |
13/11/2024 | 3,53% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 181 665 | 99 160 | 51 079 CHF | 28 910 CHF | 99,36% | 99,36% |
12/11/2024 | 2,73% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 143 094 | 100 000 | 51 654 CHF | 37 187 CHF | 100,00% | 100,00% |
11/11/2024 | 2,21% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 116 925 | 100 000 | 52 331 CHF | 45 788 CHF | 100,00% | 100,00% |
08/11/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 022 | 100 000 | 52 085 CHF | 44 396 CHF | 100,00% | 100,00% |
07/11/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 119 995 | 97 395 | 52 912 CHF | 43 966 CHF | 98,73% | 98,73% |