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 | 2,94% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 154 551 | 100 000 | 51 746 CHF | 34 537 CHF | 100,00% | 100,00% |
20/11/2024 | 2,89% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 151 357 | 100 000 | 51 591 CHF | 35 133 CHF | 98,98% | 98,98% |
19/11/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 179 854 | 100 000 | 51 670 CHF | 29 739 CHF | 100,00% | 100,00% |
18/11/2024 | 3,07% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 161 790 | 100 000 | 51 979 CHF | 33 140 CHF | 100,00% | 100,00% |
15/11/2024 | 3,42% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 178 738 | 100 000 | 51 350 CHF | 29 759 CHF | 100,00% | 100,00% |
14/11/2024 | 3,61% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 188 626 | 100 000 | 51 246 CHF | 28 195 CHF | 95,05% | 95,05% |
13/11/2024 | 3,73% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 193 529 | 99 159 | 51 402 CHF | 27 358 CHF | 99,36% | 99,36% |
12/11/2024 | 3,26% | 0,25 CHF | 0,26 CHF | 200 000 | 100 000 | 171 208 | 100 000 | 51 627 CHF | 31 304 CHF | 100,00% | 100,00% |
11/11/2024 | 2,33% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 121 716 | 100 000 | 51 634 CHF | 43 450 CHF | 100,00% | 100,00% |
08/11/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 125 513 | 100 000 | 52 063 CHF | 42 511 CHF | 100,00% | 100,00% |