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 | 2,59% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 136 702 | 100 000 | 52 049 CHF | 39 096 CHF | 100,00% | 100,00% |
19/11/2024 | 2,73% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 142 062 | 100 000 | 51 328 CHF | 37 148 CHF | 100,00% | 100,00% |
18/11/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 149 687 | 100 000 | 51 770 CHF | 35 589 CHF | 100,00% | 100,00% |
15/11/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 142 714 | 100 000 | 51 195 CHF | 36 889 CHF | 100,00% | 100,00% |
14/11/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 153 977 | 100 000 | 51 864 CHF | 34 748 CHF | 99,22% | 99,22% |
13/11/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 168 298 | 99 160 | 51 761 CHF | 31 516 CHF | 99,36% | 99,36% |
12/11/2024 | 2,55% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 134 400 | 100 000 | 52 019 CHF | 39 768 CHF | 100,00% | 100,00% |
11/11/2024 | 2,09% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 111 482 | 100 000 | 52 763 CHF | 48 365 CHF | 100,00% | 100,00% |
08/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 112 387 | 100 000 | 51 590 CHF | 46 926 CHF | 100,00% | 100,00% |
07/11/2024 | 2,16% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 022 | 97 395 | 51 521 CHF | 46 617 CHF | 98,73% | 98,73% |