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 | 2,95% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 154 012 | 50 000 | 51 521 CHF | 17 247 CHF | 100,00% | 100,00% |
19/11/2024 | 3,02% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 159 387 | 50 000 | 51 915 CHF | 16 814 CHF | 100,00% | 100,00% |
18/11/2024 | 2,65% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 138 557 | 50 000 | 51 516 CHF | 19 101 CHF | 100,00% | 100,00% |
15/11/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 125 989 | 50 000 | 51 858 CHF | 21 093 CHF | 100,00% | 100,00% |
14/11/2024 | 2,65% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 139 709 | 50 000 | 52 101 CHF | 19 234 CHF | 99,44% | 99,44% |
13/11/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 144 807 | 49 519 | 51 673 CHF | 18 179 CHF | 98,88% | 98,88% |
12/11/2024 | 2,60% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 137 546 | 50 000 | 52 220 CHF | 19 493 CHF | 100,00% | 100,00% |
11/11/2024 | 2,11% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 111 431 | 50 000 | 52 324 CHF | 23 995 CHF | 100,00% | 100,00% |
08/11/2024 | 2,07% | 0,45 CHF | 0,46 CHF | 120 000 | 25 000 | 108 833 | 25 000 | 51 971 CHF | 12 205 CHF | 100,00% | 100,00% |
07/11/2024 | 1,68% | 0,57 CHF | 0,58 CHF | 90 000 | 25 000 | 90 000 | 24 740 | 53 832 CHF | 15 046 CHF | 99,06% | 99,06% |