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 | 3,29% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 172 043 | 100 000 | 51 506 CHF | 30 961 CHF | 74,10% | 74,10% |
20/11/2024 | 3,30% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 173 011 | 100 000 | 51 568 CHF | 30 854 CHF | 98,98% | 98,98% |
19/11/2024 | 4,01% | 0,26 CHF | 0,27 CHF | 199 118 | 100 000 | 200 366 | 100 000 | 49 033 CHF | 25 473 CHF | 74,17% | 74,17% |
18/11/2024 | 3,51% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 182 098 | 100 000 | 50 970 CHF | 29 002 CHF | 99,76% | 99,76% |
15/11/2024 | 4,00% | 0,24 CHF | 0,25 CHF | 201 686 | 100 000 | 201 126 | 100 000 | 49 306 CHF | 25 520 CHF | 80,90% | 80,90% |
14/11/2024 | 4,32% | 0,25 CHF | 0,26 CHF | 202 148 | 100 000 | 203 286 | 100 000 | 46 067 CHF | 23 663 CHF | 87,81% | 87,81% |
13/11/2024 | 4,39% | 0,22 CHF | 0,23 CHF | 203 258 | 100 000 | 202 248 | 99 106 | 45 122 CHF | 23 098 CHF | 93,46% | 93,46% |
12/11/2024 | 3,81% | 0,21 CHF | 0,22 CHF | 203 208 | 100 000 | 193 283 | 100 000 | 50 001 CHF | 26 988 CHF | 75,06% | 75,06% |
11/11/2024 | 2,58% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 134 746 | 100 000 | 51 505 CHF | 39 257 CHF | 100,00% | 100,00% |
08/11/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 138 946 | 100 000 | 51 924 CHF | 38 382 CHF | 100,00% | 100,00% |