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 | 3,67% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 172 855 | 100 000 | 46 432 CHF | 27 898 CHF | 90,21% | 90,21% |
19/11/2024 | 3,35% | 0,29 CHF | 0,30 CHF | 174 534 | 100 000 | 171 071 | 100 000 | 50 378 CHF | 30 473 CHF | 100,00% | 100,00% |
18/11/2024 | 3,58% | 0,27 CHF | 0,28 CHF | 174 861 | 100 000 | 175 100 | 100 000 | 48 168 CHF | 28 505 CHF | 99,38% | 99,38% |
15/11/2024 | 4,37% | 0,23 CHF | 0,24 CHF | 173 893 | 75 000 | 173 537 | 75 000 | 38 901 CHF | 17 561 CHF | 100,00% | 100,00% |
14/11/2024 | 4,47% | 0,20 CHF | 0,21 CHF | 172 732 | 100 000 | 173 635 | 100 000 | 38 162 CHF | 22 974 CHF | 99,22% | 99,22% |
13/11/2024 | 3,77% | 0,23 CHF | 0,24 CHF | 173 031 | 100 000 | 173 954 | 99 159 | 46 071 CHF | 27 262 CHF | 99,36% | 99,36% |
12/11/2024 | 4,64% | 0,28 CHF | 0,29 CHF | 174 121 | 75 000 | 171 848 | 75 000 | 36 640 CHF | 16 733 CHF | 100,00% | 100,00% |
11/11/2024 | 5,76% | 0,18 CHF | 0,19 CHF | 170 363 | 75 000 | 169 982 | 75 000 | 28 755 CHF | 13 436 CHF | 100,00% | 100,00% |
08/11/2024 | 4,56% | 0,21 CHF | 0,22 CHF | 170 436 | 75 000 | 170 118 | 75 000 | 36 543 CHF | 16 860 CHF | 100,00% | 100,00% |
07/11/2024 | 4,76% | 0,20 CHF | 0,21 CHF | 169 374 | 100 000 | 170 708 | 97 396 | 37 011 CHF | 21 974 CHF | 98,73% | 98,73% |