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 | 2,60% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 136 498 | 100 000 | 51 873 CHF | 39 056 CHF | 99,98% | 99,98% |
20/11/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 135 175 | 100 000 | 51 984 CHF | 39 496 CHF | 98,98% | 98,98% |
19/11/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 156 651 | 100 000 | 51 901 CHF | 34 156 CHF | 100,00% | 100,00% |
18/11/2024 | 2,69% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 140 164 | 100 000 | 51 440 CHF | 37 702 CHF | 100,00% | 100,00% |
15/11/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 156 568 | 100 000 | 51 880 CHF | 34 167 CHF | 100,00% | 100,00% |
14/11/2024 | 3,12% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 164 090 | 100 000 | 51 818 CHF | 32 604 CHF | 99,22% | 99,22% |
13/11/2024 | 3,18% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 167 423 | 99 159 | 51 873 CHF | 31 725 CHF | 99,36% | 99,36% |
12/11/2024 | 2,85% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 149 102 | 100 000 | 51 529 CHF | 35 709 CHF | 100,00% | 100,00% |
11/11/2024 | 2,12% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 111 646 | 100 000 | 52 126 CHF | 47 721 CHF | 100,00% | 100,00% |
08/11/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 112 712 | 100 000 | 51 779 CHF | 46 964 CHF | 100,00% | 100,00% |