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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2,97% | 0,32 CHF | 0,33 CHF | 136 838 | 75 000 | 136 932 | 75 000 | 45 531 CHF | 25 686 CHF | 100,00% | 100,00% |
20/11/2024 | 3,23% | 0,32 CHF | 0,33 CHF | 135 470 | 75 000 | 134 999 | 75 000 | 41 250 CHF | 23 659 CHF | 100,00% | 100,00% |
19/11/2024 | 2,60% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 126 288 | 73 320 | 50 160 CHF | 29 864 CHF | 92,09% | 92,09% |
18/11/2024 | 2,84% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 135 091 | 75 000 | 47 400 CHF | 27 087 CHF | 100,00% | 100,00% |
15/11/2024 | 2,91% | 0,32 CHF | 0,33 CHF | 135 807 | 75 000 | 135 868 | 75 000 | 46 354 CHF | 26 351 CHF | 100,00% | 100,00% |
14/11/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 138 193 | 75 000 | 135 247 | 75 000 | 51 365 CHF | 29 292 CHF | 99,52% | 99,52% |
13/11/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 000 | 74 146 | 52 330 CHF | 36 026 CHF | 99,32% | 99,32% |
12/11/2024 | 2,37% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 125 364 | 75 000 | 52 260 CHF | 32 048 CHF | 100,00% | 100,00% |
11/11/2024 | 2,52% | 0,38 CHF | 0,39 CHF | 137 118 | 75 000 | 131 835 | 75 000 | 51 697 CHF | 30 174 CHF | 100,00% | 100,00% |
08/11/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 121 790 | 75 000 | 51 229 CHF | 32 309 CHF | 100,00% | 100,00% |