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% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 132 500 | 50 000 | 51 391 CHF | 19 972 CHF | 100,00% | 100,00% |
19/11/2024 | 3,22% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 148 553 | 50 000 | 51 798 CHF | 18 023 CHF | 100,00% | 100,00% |
18/11/2024 | 2,68% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 138 164 | 50 000 | 52 532 CHF | 19 533 CHF | 100,00% | 100,00% |
15/11/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 140 490 | 50 000 | 51 412 CHF | 18 919 CHF | 100,00% | 100,00% |
14/11/2024 | 2,70% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 129 976 | 50 000 | 52 312 CHF | 20 675 CHF | 99,52% | 99,52% |
13/11/2024 | 2,77% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 131 508 | 49 700 | 51 692 CHF | 20 123 CHF | 98,35% | 98,35% |
12/11/2024 | 2,38% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 114 367 | 50 000 | 51 758 CHF | 23 197 CHF | 99,93% | 99,93% |
11/11/2024 | 2,18% | 0,50 CHF | 0,52 CHF | 100 000 | 50 000 | 101 110 | 50 000 | 50 844 CHF | 25 704 CHF | 100,00% | 100,00% |
08/11/2024 | 2,43% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 118 053 | 50 000 | 52 297 CHF | 22 710 CHF | 100,00% | 100,00% |
07/11/2024 | 2,52% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 116 946 | 48 695 | 52 407 CHF | 22 399 CHF | 98,50% | 98,50% |