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 | 2,57% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 133 789 | 50 000 | 51 449 CHF | 19 747 CHF | 100,00% | 100,00% |
19/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 137 370 | 50 000 | 51 645 CHF | 19 314 CHF | 100,00% | 100,00% |
18/11/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 123 706 | 50 000 | 51 951 CHF | 21 513 CHF | 100,00% | 100,00% |
15/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 112 009 | 50 000 | 51 577 CHF | 23 536 CHF | 100,00% | 100,00% |
14/11/2024 | 2,34% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 121 295 | 50 000 | 51 297 CHF | 21 734 CHF | 99,44% | 99,44% |
13/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 128 087 | 49 519 | 51 960 CHF | 20 593 CHF | 98,88% | 98,88% |
12/11/2024 | 2,30% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 120 311 | 50 000 | 51 618 CHF | 21 955 CHF | 100,00% | 100,00% |
11/11/2024 | 1,91% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 100 752 | 50 000 | 52 230 CHF | 26 431 CHF | 100,00% | 100,00% |
08/11/2024 | 1,88% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 98 717 | 25 000 | 51 949 CHF | 13 418 CHF | 100,00% | 100,00% |
07/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 90 000 | 25 000 | 80 660 | 24 740 | 52 134 CHF | 16 244 CHF | 99,06% | 99,06% |