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 | 2,57% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 134 503 | 100 000 | 51 666 CHF | 39 462 CHF | 100,00% | 100,00% |
20/11/2024 | 2,54% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 133 494 | 100 000 | 51 965 CHF | 39 967 CHF | 98,98% | 98,98% |
19/11/2024 | 2,93% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 153 531 | 100 000 | 51 548 CHF | 34 597 CHF | 100,00% | 100,00% |
18/11/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 140 000 | 100 000 | 51 803 CHF | 38 002 CHF | 100,00% | 100,00% |
15/11/2024 | 2,93% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 154 339 | 100 000 | 51 891 CHF | 34 651 CHF | 100,00% | 100,00% |
14/11/2024 | 3,09% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 162 477 | 100 000 | 51 755 CHF | 32 880 CHF | 99,22% | 99,22% |
13/11/2024 | 3,13% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 164 963 | 99 159 | 51 900 CHF | 32 209 CHF | 99,36% | 99,36% |
12/11/2024 | 2,82% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 147 627 | 100 000 | 51 682 CHF | 36 148 CHF | 100,00% | 100,00% |
11/11/2024 | 2,09% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 111 183 | 100 000 | 52 591 CHF | 48 326 CHF | 100,00% | 100,00% |
08/11/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 111 112 | 100 000 | 51 521 CHF | 47 382 CHF | 100,00% | 100,00% |