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 | 2,40% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 126 192 | 100 000 | 51 880 CHF | 42 230 CHF | 90,21% | 90,21% |
19/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 314 | 100 000 | 52 641 CHF | 44 809 CHF | 100,00% | 100,00% |
18/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 122 303 | 100 000 | 51 248 CHF | 42 965 CHF | 99,38% | 99,38% |
15/11/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 140 514 | 75 000 | 51 693 CHF | 28 347 CHF | 100,00% | 100,00% |
14/11/2024 | 2,72% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 142 720 | 100 000 | 51 776 CHF | 37 346 CHF | 99,22% | 99,22% |
13/11/2024 | 2,47% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 127 375 | 99 159 | 51 929 CHF | 41 484 CHF | 99,36% | 99,36% |
12/11/2024 | 2,79% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 146 699 | 75 000 | 51 774 CHF | 27 335 CHF | 100,00% | 100,00% |
11/11/2024 | 4,07% | 0,32 CHF | 0,33 CHF | 160 000 | 75 000 | 166 673 | 75 000 | 51 873 CHF | 24 325 CHF | 100,00% | 100,00% |
08/11/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 140 000 | 75 000 | 142 602 | 75 000 | 51 190 CHF | 27 686 CHF | 100,00% | 100,00% |
07/11/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 144 389 | 97 396 | 51 766 CHF | 35 979 CHF | 98,73% | 98,73% |