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 | 2,32% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 121 896 | 100 000 | 51 909 CHF | 43 621 CHF | 100,00% | 100,00% |
20/11/2024 | 2,29% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 121 447 | 100 000 | 52 353 CHF | 44 133 CHF | 98,98% | 98,98% |
19/11/2024 | 2,61% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 139 156 | 100 000 | 52 576 CHF | 38 792 CHF | 100,00% | 100,00% |
18/11/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 125 567 | 100 000 | 51 838 CHF | 42 308 CHF | 100,00% | 100,00% |
15/11/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 137 849 | 100 000 | 52 077 CHF | 38 805 CHF | 100,00% | 100,00% |
14/11/2024 | 2,73% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 141 862 | 100 000 | 51 311 CHF | 37 187 CHF | 99,22% | 99,22% |
13/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 144 669 | 99 159 | 51 464 CHF | 36 282 CHF | 99,36% | 99,36% |
12/11/2024 | 2,51% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 131 685 | 100 000 | 51 720 CHF | 40 385 CHF | 100,00% | 100,00% |
11/11/2024 | 1,93% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 100 942 | 100 000 | 51 911 CHF | 52 450 CHF | 100,00% | 100,00% |
08/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 826 | 100 000 | 51 026 CHF | 51 622 CHF | 100,00% | 100,00% |