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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2,33% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 122 859 | 50 000 | 52 161 CHF | 21 747 CHF | 100,00% | 100,00% |
19/11/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 124 562 | 50 000 | 51 912 CHF | 21 358 CHF | 100,00% | 100,00% |
18/11/2024 | 2,14% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 112 547 | 50 000 | 51 969 CHF | 23 601 CHF | 100,00% | 100,00% |
15/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 101 654 | 50 000 | 50 992 CHF | 25 593 CHF | 100,00% | 100,00% |
14/11/2024 | 2,13% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 110 950 | 50 000 | 51 440 CHF | 23 772 CHF | 99,44% | 99,44% |
13/11/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 117 825 | 49 519 | 52 650 CHF | 22 636 CHF | 98,88% | 98,88% |
12/11/2024 | 2,11% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 110 304 | 50 000 | 51 821 CHF | 23 993 CHF | 100,00% | 100,00% |
11/11/2024 | 1,77% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 92 542 | 50 000 | 51 767 CHF | 28 495 CHF | 100,00% | 100,00% |
08/11/2024 | 1,75% | 0,54 CHF | 0,55 CHF | 100 000 | 25 000 | 92 413 | 25 000 | 52 460 CHF | 14 455 CHF | 100,00% | 100,00% |
07/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 80 000 | 25 000 | 80 000 | 24 740 | 55 051 CHF | 17 273 CHF | 99,06% | 99,06% |