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 | 4,57% | 0,20 CHF | 0,21 CHF | 136 895 | 75 000 | 136 923 | 75 000 | 29 385 CHF | 16 844 CHF | 100,00% | 100,00% |
20/11/2024 | 5,23% | 0,21 CHF | 0,22 CHF | 135 812 | 75 000 | 135 004 | 75 000 | 25 411 CHF | 14 858 CHF | 100,00% | 100,00% |
19/11/2024 | 3,70% | 0,28 CHF | 0,29 CHF | 138 554 | 75 000 | 134 292 | 73 453 | 37 621 CHF | 21 277 CHF | 100,00% | 100,00% |
18/11/2024 | 4,27% | 0,27 CHF | 0,28 CHF | 138 451 | 75 000 | 137 080 | 75 000 | 32 242 CHF | 18 362 CHF | 100,00% | 100,00% |
15/11/2024 | 4,40% | 0,20 CHF | 0,21 CHF | 135 905 | 75 000 | 137 038 | 75 000 | 30 977 CHF | 17 683 CHF | 100,00% | 100,00% |
14/11/2024 | 3,75% | 0,25 CHF | 0,26 CHF | 138 241 | 75 000 | 138 778 | 75 000 | 36 493 CHF | 20 465 CHF | 99,52% | 99,52% |
13/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 141 927 | 75 000 | 140 491 | 74 146 | 50 209 CHF | 27 242 CHF | 99,32% | 99,32% |
12/11/2024 | 3,27% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 139 131 | 75 000 | 41 899 CHF | 23 332 CHF | 100,00% | 100,00% |
11/11/2024 | 3,57% | 0,26 CHF | 0,27 CHF | 137 285 | 75 000 | 137 683 | 75 000 | 37 879 CHF | 21 382 CHF | 100,00% | 100,00% |
08/11/2024 | 3,23% | 0,31 CHF | 0,32 CHF | 138 064 | 75 000 | 137 801 | 75 000 | 42 000 CHF | 23 608 CHF | 100,00% | 100,00% |