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 | 2,75% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 143 682 | 100 000 | 51 531 CHF | 36 914 CHF | 99,98% | 99,98% |
20/11/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 142 331 | 100 000 | 51 734 CHF | 37 381 CHF | 98,98% | 98,98% |
19/11/2024 | 3,17% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 167 439 | 100 000 | 51 953 CHF | 32 049 CHF | 100,00% | 100,00% |
18/11/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 150 724 | 100 000 | 52 110 CHF | 35 586 CHF | 100,00% | 100,00% |
15/11/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 167 055 | 100 000 | 51 795 CHF | 32 034 CHF | 100,00% | 100,00% |
14/11/2024 | 3,34% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 175 163 | 100 000 | 51 495 CHF | 30 423 CHF | 99,22% | 99,22% |
13/11/2024 | 3,41% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 178 120 | 99 159 | 51 427 CHF | 29 631 CHF | 99,36% | 99,36% |
12/11/2024 | 3,04% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 159 651 | 100 000 | 51 777 CHF | 33 579 CHF | 100,00% | 100,00% |
11/11/2024 | 2,22% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 117 293 | 100 000 | 52 365 CHF | 45 676 CHF | 100,00% | 100,00% |
08/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 52 587 CHF | 44 823 CHF | 100,00% | 100,00% |