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 | 2,31% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 121 664 | 100 000 | 51 970 CHF | 43 749 CHF | 99,98% | 99,98% |
20/11/2024 | 2,29% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 120 823 | 100 000 | 52 276 CHF | 44 282 CHF | 98,98% | 98,98% |
19/11/2024 | 2,60% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 138 193 | 100 000 | 52 388 CHF | 38 925 CHF | 100,00% | 100,00% |
18/11/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 123 880 | 100 000 | 51 384 CHF | 42 504 CHF | 100,00% | 100,00% |
15/11/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 137 084 | 100 000 | 51 958 CHF | 38 930 CHF | 100,00% | 100,00% |
14/11/2024 | 2,72% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 141 742 | 100 000 | 51 480 CHF | 37 338 CHF | 99,22% | 99,22% |
13/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 143 900 | 99 159 | 51 432 CHF | 36 446 CHF | 99,36% | 99,36% |
12/11/2024 | 2,51% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 131 488 | 100 000 | 51 727 CHF | 40 452 CHF | 100,00% | 100,00% |
11/11/2024 | 1,92% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 100 814 | 100 000 | 51 904 CHF | 52 505 CHF | 100,00% | 100,00% |
08/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 826 | 100 000 | 51 026 CHF | 51 622 CHF | 100,00% | 100,00% |