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 | 2,57% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 136 325 | 50 000 | 52 282 CHF | 19 688 CHF | 100,00% | 100,00% |
19/11/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 131 750 | 50 000 | 51 326 CHF | 19 989 CHF | 95,85% | 95,85% |
18/11/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 134 706 | 50 000 | 51 942 CHF | 19 790 CHF | 99,57% | 99,57% |
15/11/2024 | 2,70% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 140 048 | 50 000 | 51 130 CHF | 18 755 CHF | 100,00% | 100,00% |
14/11/2024 | 2,79% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 146 110 | 50 000 | 51 683 CHF | 18 195 CHF | 99,44% | 99,44% |
13/11/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 149 027 | 49 878 | 51 859 CHF | 17 872 CHF | 94,79% | 94,79% |
12/11/2024 | 3,09% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 164 416 | 50 000 | 52 361 CHF | 16 435 CHF | 100,00% | 100,00% |
11/11/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 171 872 | 50 000 | 51 610 CHF | 15 520 CHF | 94,79% | 94,79% |
08/11/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 170 749 | 50 000 | 51 938 CHF | 15 728 CHF | 100,00% | 100,00% |
07/11/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 185 973 | 48 444 | 50 978 CHF | 13 756 CHF | 99,06% | 99,06% |