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 | 2,59% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 135 354 | 100 000 | 51 599 CHF | 39 264 CHF | 90,20% | 90,20% |
19/11/2024 | 2,76% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 143 953 | 100 000 | 51 373 CHF | 36 765 CHF | 100,00% | 100,00% |
18/11/2024 | 3,18% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 138 158 | 100 000 | 51 987 CHF | 38 893 CHF | 99,38% | 99,38% |
15/11/2024 | 2,28% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 120 000 | 75 000 | 52 009 CHF | 33 256 CHF | 100,00% | 100,00% |
14/11/2024 | 2,26% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 119 451 | 100 000 | 52 357 CHF | 44 879 CHF | 99,22% | 99,22% |
13/11/2024 | 2,56% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 132 286 | 99 159 | 51 983 CHF | 40 022 CHF | 99,36% | 99,36% |
12/11/2024 | 2,76% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 117 026 | 75 000 | 52 126 CHF | 34 456 CHF | 100,00% | 100,00% |
11/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 106 397 | 75 000 | 52 433 CHF | 37 733 CHF | 100,00% | 100,00% |
08/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 118 220 | 75 000 | 53 043 CHF | 34 415 CHF | 100,00% | 100,00% |
07/11/2024 | 2,35% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 116 722 | 97 396 | 51 901 CHF | 44 636 CHF | 98,73% | 98,73% |