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 | 2,78% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 142 001 | 50 000 | 50 430 CHF | 18 263 CHF | 100,00% | 100,00% |
19/11/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 135 492 | 50 000 | 52 059 CHF | 19 732 CHF | 100,00% | 100,00% |
18/11/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 138 091 | 50 000 | 51 820 CHF | 19 273 CHF | 100,00% | 100,00% |
15/11/2024 | 2,63% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 138 602 | 50 000 | 51 939 CHF | 19 254 CHF | 100,00% | 100,00% |
14/11/2024 | 2,39% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 124 416 | 50 000 | 51 466 CHF | 21 205 CHF | 99,22% | 99,22% |
13/11/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 119 776 | 49 448 | 52 817 CHF | 22 304 CHF | 99,36% | 99,36% |
12/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 51 463 CHF | 21 943 CHF | 100,00% | 100,00% |
11/11/2024 | 2,70% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 139 934 | 50 000 | 51 141 CHF | 18 788 CHF | 100,00% | 100,00% |
08/11/2024 | 3,64% | 0,40 CHF | 0,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 153 CHF | 11 565 CHF | 91,59% | 91,59% |
07/11/2024 | 2,66% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 136 213 | 48 697 | 52 175 CHF | 19 167 CHF | 98,73% | 98,73% |