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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3,31% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 173 027 | 100 000 | 51 439 CHF | 30 756 CHF | 74,10% | 74,10% |
20/11/2024 | 3,31% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 173 597 | 100 000 | 51 553 CHF | 30 743 CHF | 98,98% | 98,98% |
19/11/2024 | 4,04% | 0,25 CHF | 0,26 CHF | 199 840 | 100 000 | 200 293 | 100 000 | 48 586 CHF | 25 259 CHF | 37,66% | 37,66% |
18/11/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 182 167 | 100 000 | 50 851 CHF | 28 926 CHF | 96,68% | 96,68% |
15/11/2024 | 4,02% | 0,24 CHF | 0,25 CHF | 201 564 | 100 000 | 201 163 | 100 000 | 49 108 CHF | 25 418 CHF | 82,73% | 82,73% |
14/11/2024 | 4,32% | 0,25 CHF | 0,26 CHF | 202 148 | 100 000 | 203 250 | 100 000 | 46 056 CHF | 23 662 CHF | 89,41% | 89,41% |
13/11/2024 | 4,42% | 0,22 CHF | 0,23 CHF | 203 156 | 100 000 | 202 275 | 99 106 | 44 849 CHF | 22 960 CHF | 93,46% | 93,46% |
12/11/2024 | 3,86% | 0,21 CHF | 0,22 CHF | 203 208 | 100 000 | 194 055 | 100 000 | 49 476 CHF | 26 619 CHF | 68,33% | 68,33% |
11/11/2024 | 2,60% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 135 491 | 100 000 | 51 462 CHF | 39 024 CHF | 100,00% | 100,00% |
08/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 140 080 | 100 000 | 51 977 CHF | 38 106 CHF | 100,00% | 100,00% |