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 | 3,70% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 190 551 | 100 000 | 50 633 CHF | 27 617 CHF | 93,25% | 93,25% |
20/11/2024 | 3,64% | 0,25 CHF | 0,26 CHF | 197 537 | 100 000 | 188 303 | 100 000 | 50 851 CHF | 28 052 CHF | 83,56% | 83,56% |
19/11/2024 | 4,49% | 0,23 CHF | 0,24 CHF | 199 253 | 100 000 | 200 188 | 100 000 | 43 621 CHF | 22 792 CHF | 100,00% | 100,00% |
18/11/2024 | 3,88% | 0,25 CHF | 0,26 CHF | 197 559 | 100 000 | 197 885 | 100 000 | 50 078 CHF | 26 308 CHF | 100,00% | 100,00% |
15/11/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 201 687 | 100 000 | 201 529 | 100 000 | 43 936 CHF | 22 805 CHF | 100,00% | 100,00% |
14/11/2024 | 4,84% | 0,22 CHF | 0,23 CHF | 201 604 | 100 000 | 203 099 | 100 000 | 40 994 CHF | 21 187 CHF | 99,22% | 99,22% |
13/11/2024 | 4,98% | 0,19 CHF | 0,20 CHF | 203 359 | 100 000 | 202 211 | 99 159 | 39 625 CHF | 20 416 CHF | 99,36% | 99,36% |
12/11/2024 | 4,25% | 0,18 CHF | 0,19 CHF | 203 372 | 100 000 | 197 944 | 100 000 | 45 930 CHF | 24 246 CHF | 94,83% | 94,83% |
11/11/2024 | 2,78% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 144 994 | 100 000 | 51 414 CHF | 36 505 CHF | 100,00% | 100,00% |
08/11/2024 | 2,85% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 148 894 | 100 000 | 51 510 CHF | 35 622 CHF | 100,00% | 100,00% |