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 | 2,91% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 152 317 | 100 000 | 51 633 CHF | 34 963 CHF | 99,98% | 99,98% |
20/11/2024 | 2,86% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 150 021 | 100 000 | 51 671 CHF | 35 496 CHF | 98,98% | 98,98% |
19/11/2024 | 3,38% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 177 159 | 100 000 | 51 499 CHF | 30 090 CHF | 100,00% | 100,00% |
18/11/2024 | 3,01% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 159 702 | 100 000 | 52 217 CHF | 33 702 CHF | 100,00% | 100,00% |
15/11/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 176 725 | 100 000 | 51 441 CHF | 30 136 CHF | 100,00% | 100,00% |
14/11/2024 | 3,57% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 185 268 | 100 000 | 51 013 CHF | 28 567 CHF | 99,22% | 99,22% |
13/11/2024 | 3,64% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 190 111 | 99 159 | 51 276 CHF | 27 759 CHF | 99,36% | 99,36% |
12/11/2024 | 3,23% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 169 118 | 100 000 | 51 599 CHF | 31 665 CHF | 100,00% | 100,00% |
11/11/2024 | 2,32% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 121 646 | 100 000 | 51 933 CHF | 43 721 CHF | 100,00% | 100,00% |
08/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 123 106 | 100 000 | 51 548 CHF | 42 898 CHF | 100,00% | 100,00% |