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 | 3,25% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 155 615 | 75 000 | 51 996 CHF | 25 903 CHF | 100,00% | 100,00% |
19/11/2024 | 3,19% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 167 213 | 75 000 | 51 598 CHF | 23 903 CHF | 88,53% | 88,53% |
18/11/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 169 131 | 75 000 | 159 348 | 75 000 | 51 855 CHF | 25 182 CHF | 39,61% | 39,61% |
15/11/2024 | 3,21% | 0,34 CHF | 0,36 CHF | 150 000 | 75 000 | 136 016 | 75 000 | 51 450 CHF | 29 357 CHF | 100,00% | 100,00% |
14/11/2024 | 2,90% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 135 779 | 75 000 | 51 573 CHF | 29 408 CHF | 99,52% | 99,52% |
13/11/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 119 983 | 74 442 | 52 424 CHF | 33 291 CHF | 99,32% | 99,32% |
12/11/2024 | 2,28% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 109 241 | 75 000 | 52 079 CHF | 36 592 CHF | 100,00% | 100,00% |
11/11/2024 | 2,32% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 99 976 | 75 000 | 52 847 CHF | 40 576 CHF | 100,00% | 100,00% |
08/11/2024 | 2,26% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 96 295 | 75 000 | 53 152 CHF | 42 389 CHF | 100,00% | 100,00% |
07/11/2024 | 2,04% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 83 368 | 72 408 | 53 989 CHF | 47 806 CHF | 99,13% | 99,13% |