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% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 135 665 | 100 000 | 51 696 CHF | 39 230 CHF | 90,21% | 90,21% |
19/11/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 128 703 | 100 000 | 52 436 CHF | 41 809 CHF | 100,00% | 100,00% |
18/11/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 132 063 | 100 000 | 51 571 CHF | 40 107 CHF | 99,38% | 99,38% |
15/11/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 154 182 | 75 000 | 52 068 CHF | 26 097 CHF | 100,00% | 100,00% |
14/11/2024 | 3,66% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 155 419 | 100 000 | 51 712 CHF | 34 582 CHF | 99,22% | 99,22% |
13/11/2024 | 3,39% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 137 375 | 99 159 | 51 892 CHF | 38 793 CHF | 99,36% | 99,36% |
12/11/2024 | 3,03% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 160 199 | 75 000 | 52 081 CHF | 25 262 CHF | 100,00% | 100,00% |
11/11/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 170 495 | 75 000 | 169 951 | 75 000 | 48 326 CHF | 22 075 CHF | 100,00% | 100,00% |
08/11/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 160 000 | 75 000 | 157 550 | 75 000 | 52 165 CHF | 25 597 CHF | 97,15% | 97,15% |
07/11/2024 | 3,11% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 156 672 | 97 396 | 51 841 CHF | 33 306 CHF | 98,73% | 98,73% |