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 | 2,49% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 132 194 | 100 000 | 52 562 CHF | 40 809 CHF | 90,21% | 90,21% |
19/11/2024 | 2,61% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 137 680 | 100 000 | 52 478 CHF | 39 150 CHF | 99,36% | 99,36% |
18/11/2024 | 3,06% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 131 644 | 88 902 | 51 428 CHF | 35 630 CHF | 99,38% | 99,38% |
15/11/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 51 670 CHF | 33 044 CHF | 100,00% | 100,00% |
14/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 345 | 100 000 | 52 421 CHF | 44 567 CHF | 98,90% | 98,90% |
13/11/2024 | 2,53% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 128 575 | 99 158 | 52 026 CHF | 41 168 CHF | 99,26% | 99,26% |
12/11/2024 | 2,30% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 117 977 | 75 000 | 52 386 CHF | 34 140 CHF | 99,00% | 99,00% |
11/11/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 52 617 CHF | 36 625 CHF | 99,90% | 99,90% |
08/11/2024 | 2,42% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 119 751 | 75 000 | 53 345 CHF | 34 230 CHF | 100,00% | 100,00% |
07/11/2024 | 2,35% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 116 367 | 97 336 | 51 665 CHF | 44 430 CHF | 96,51% | 96,51% |