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 | 2,37% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 123 569 | 75 000 | 51 511 CHF | 32 042 CHF | 94,79% | 94,79% |
19/11/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 129 808 | 75 000 | 51 251 CHF | 30 402 CHF | 53,60% | 53,60% |
18/11/2024 | 3,20% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 68 211 | 51 451 | 29 237 CHF | 22 803 CHF | 100,00% | 100,00% |
15/11/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 119 600 | 75 000 | 52 421 CHF | 33 649 CHF | 100,00% | 100,00% |
14/11/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 125 109 | 75 000 | 51 598 CHF | 31 726 CHF | 79,54% | 79,54% |
13/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 130 223 | 74 082 | 51 283 CHF | 29 922 CHF | 91,10% | 91,10% |
12/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 132 014 | 75 000 | 51 360 CHF | 29 940 CHF | 70,91% | 70,91% |
11/11/2024 | 2,07% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 109 274 | 75 000 | 52 267 CHF | 36 634 CHF | 94,79% | 94,79% |
08/11/2024 | 2,31% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 120 392 | 75 000 | 51 601 CHF | 32 900 CHF | 100,00% | 100,00% |
07/11/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 122 758 | 72 251 | 51 425 CHF | 31 082 CHF | 93,52% | 93,52% |