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 | 2,32% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 121 325 | 100 000 | 51 684 CHF | 43 619 CHF | 100,00% | 100,00% |
19/11/2024 | 2,44% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 128 333 | 100 000 | 51 960 CHF | 41 508 CHF | 100,00% | 100,00% |
18/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 130 361 | 100 000 | 51 187 CHF | 40 269 CHF | 100,00% | 100,00% |
15/11/2024 | 2,45% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 129 943 | 100 000 | 52 450 CHF | 41 365 CHF | 100,00% | 100,00% |
14/11/2024 | 2,58% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 136 113 | 100 000 | 52 022 CHF | 39 272 CHF | 99,22% | 99,22% |
13/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 146 900 | 99 160 | 51 597 CHF | 35 851 CHF | 99,36% | 99,36% |
12/11/2024 | 2,29% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 120 790 | 100 000 | 52 088 CHF | 44 187 CHF | 100,00% | 100,00% |
11/11/2024 | 1,91% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 101 059 | 100 000 | 52 307 CHF | 52 788 CHF | 100,00% | 100,00% |
08/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 101 108 | 100 000 | 50 999 CHF | 51 456 CHF | 100,00% | 100,00% |
07/11/2024 | 2,02% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 97 395 | 51 126 CHF | 50 815 CHF | 98,73% | 98,73% |