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 | 3,43% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 168 972 | 50 000 | 51 479 CHF | 15 810 CHF | 100,00% | 100,00% |
19/11/2024 | 3,97% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 191 812 | 50 000 | 51 171 CHF | 13 894 CHF | 99,40% | 99,40% |
18/11/2024 | 3,54% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 172 612 | 50 000 | 51 488 CHF | 15 458 CHF | 100,00% | 100,00% |
15/11/2024 | 3,65% | 0,25 CHF | 0,26 CHF | 206 171 | 50 000 | 176 832 | 50 000 | 51 547 CHF | 15 143 CHF | 86,36% | 86,36% |
14/11/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 162 700 | 50 000 | 52 178 CHF | 16 572 CHF | 99,52% | 99,52% |
13/11/2024 | 3,62% | 0,29 CHF | 0,31 CHF | 180 000 | 50 000 | 166 600 | 49 700 | 51 700 CHF | 16 037 CHF | 98,35% | 98,35% |
12/11/2024 | 3,03% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 140 890 | 50 000 | 52 159 CHF | 19 103 CHF | 99,93% | 99,93% |
11/11/2024 | 2,75% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 122 759 | 50 000 | 51 388 CHF | 21 524 CHF | 100,00% | 100,00% |
08/11/2024 | 2,98% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 142 728 | 50 000 | 51 525 CHF | 18 610 CHF | 100,00% | 100,00% |
07/11/2024 | 3,13% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 140 776 | 48 695 | 51 493 CHF | 18 392 CHF | 98,50% | 98,50% |