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 | 2,75% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 145 548 | 50 000 | 52 142 CHF | 18 431 CHF | 100,00% | 100,00% |
19/11/2024 | 2,65% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 139 029 | 50 000 | 51 777 CHF | 19 127 CHF | 99,99% | 99,99% |
18/11/2024 | 3,27% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 140 803 | 44 487 | 51 440 CHF | 16 805 CHF | 100,00% | 100,00% |
15/11/2024 | 2,86% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 150 019 | 50 000 | 51 785 CHF | 17 764 CHF | 97,60% | 97,60% |
14/11/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 146 552 | 50 000 | 51 604 CHF | 18 119 CHF | 96,15% | 96,15% |
13/11/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 169 016 | 49 711 | 51 962 CHF | 15 786 CHF | 99,36% | 99,36% |
12/11/2024 | 3,06% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 161 557 | 50 000 | 52 000 CHF | 16 604 CHF | 100,00% | 100,00% |
11/11/2024 | 2,48% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 130 193 | 50 000 | 51 755 CHF | 20 443 CHF | 99,48% | 99,48% |
08/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 119 208 | 50 000 | 51 533 CHF | 22 129 CHF | 99,86% | 99,86% |
07/11/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 120 306 | 48 669 | 52 154 CHF | 21 623 CHF | 96,52% | 96,52% |