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 | 2,52% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 139 567 | 139 567 | 54 642 CHF | 56 038 CHF | 100,00% | 100,00% |
19/11/2024 | 2,92% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 158 568 | 158 568 | 53 398 CHF | 54 984 CHF | 99,89% | 99,89% |
18/11/2024 | 2,67% | 0,39 CHF | 0,40 CHF | 125 000 | 125 000 | 148 371 | 148 371 | 54 750 CHF | 56 234 CHF | 99,91% | 99,91% |
15/11/2024 | 2,50% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 136 690 | 136 690 | 53 849 CHF | 55 216 CHF | 100,00% | 100,00% |
14/11/2024 | 2,25% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 54 934 CHF | 56 184 CHF | 100,00% | 100,00% |
13/11/2024 | 2,32% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 126 524 | 126 524 | 54 046 CHF | 55 311 CHF | 100,00% | 100,00% |
12/11/2024 | 1,71% | 0,47 CHF | 0,48 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 112 CHF | 59 112 CHF | 99,71% | 99,71% |
11/11/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 585 CHF | 63 585 CHF | 99,89% | 99,89% |
08/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 795 CHF | 54 795 CHF | 100,00% | 100,00% |
07/11/2024 | 1,67% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 467 CHF | 60 467 CHF | 99,89% | 99,89% |