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 | 3,18% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 166 488 | 50 000 | 51 523 CHF | 15 994 CHF | 100,00% | 100,00% |
19/11/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 159 933 | 50 000 | 51 918 CHF | 16 741 CHF | 99,99% | 99,99% |
18/11/2024 | 3,72% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 163 335 | 44 487 | 51 877 CHF | 14 693 CHF | 100,00% | 100,00% |
15/11/2024 | 3,30% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 172 298 | 50 000 | 51 405 CHF | 15 423 CHF | 97,60% | 97,60% |
14/11/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 170 347 | 50 000 | 52 199 CHF | 15 833 CHF | 96,15% | 96,15% |
13/11/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 197 182 | 49 583 | 51 008 CHF | 13 332 CHF | 68,92% | 68,92% |
12/11/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 186 638 | 50 000 | 50 864 CHF | 14 140 CHF | 66,08% | 66,08% |
11/11/2024 | 2,81% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 148 339 | 50 000 | 52 084 CHF | 18 146 CHF | 99,48% | 99,48% |
08/11/2024 | 2,54% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 132 958 | 50 000 | 51 581 CHF | 19 928 CHF | 99,86% | 99,86% |
07/11/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 134 410 | 48 669 | 52 259 CHF | 19 460 CHF | 96,52% | 96,52% |