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 | 2,76% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 196 | 150 196 | 53 775 CHF | 55 277 CHF | 100,00% | 100,00% |
19/11/2024 | 3,20% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 174 217 | 174 217 | 53 550 CHF | 55 292 CHF | 99,89% | 99,89% |
18/11/2024 | 2,97% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 165 613 | 165 613 | 54 891 CHF | 56 547 CHF | 99,89% | 99,89% |
15/11/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 171 144 | 171 144 | 55 454 CHF | 57 165 CHF | 100,00% | 100,00% |
14/11/2024 | 3,20% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 171 801 | 171 801 | 52 785 CHF | 54 503 CHF | 100,00% | 100,00% |
13/11/2024 | 3,18% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 175 699 | 175 699 | 54 415 CHF | 56 172 CHF | 100,00% | 100,00% |
12/11/2024 | 2,61% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 147 547 | 147 547 | 55 756 CHF | 57 232 CHF | 99,67% | 99,67% |
11/11/2024 | 2,41% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 126 953 | 126 953 | 52 013 CHF | 53 283 CHF | 99,90% | 99,90% |
08/11/2024 | 2,43% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 128 254 | 128 254 | 52 073 CHF | 53 355 CHF | 100,00% | 100,00% |
07/11/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 120 CHF | 57 370 CHF | 99,88% | 99,88% |