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 | 2,98% | 0,34 CHF | 0,35 CHF | 144 798 | 50 000 | 144 192 | 50 000 | 47 646 CHF | 17 020 CHF | 100,00% | 100,00% |
19/11/2024 | 2,74% | 0,34 CHF | 0,35 CHF | 144 939 | 50 000 | 142 036 | 50 000 | 51 135 CHF | 18 512 CHF | 100,00% | 100,00% |
18/11/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 145 592 | 50 000 | 143 623 | 50 000 | 50 561 CHF | 18 109 CHF | 96,91% | 96,91% |
15/11/2024 | 2,81% | 0,33 CHF | 0,34 CHF | 145 189 | 50 000 | 143 693 | 50 000 | 50 416 CHF | 18 060 CHF | 100,00% | 100,00% |
14/11/2024 | 2,53% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 133 200 | 50 000 | 52 021 CHF | 20 055 CHF | 99,22% | 99,22% |
13/11/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 123 951 | 49 448 | 51 610 CHF | 21 094 CHF | 99,36% | 99,36% |
12/11/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 129 961 | 50 000 | 52 518 CHF | 20 706 CHF | 100,00% | 100,00% |
11/11/2024 | 2,90% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 142 997 | 50 000 | 48 641 CHF | 17 511 CHF | 100,00% | 100,00% |
08/11/2024 | 4,19% | 0,37 CHF | 0,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 515 CHF | 10 964 CHF | 100,00% | 100,00% |
07/11/2024 | 2,79% | 0,34 CHF | 0,35 CHF | 143 055 | 50 000 | 140 882 | 48 697 | 50 785 CHF | 18 056 CHF | 98,73% | 98,73% |