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 | 3,08% | 0,32 CHF | 0,33 CHF | 126 322 | 75 000 | 126 009 | 75 000 | 40 349 CHF | 24 768 CHF | 100,00% | 100,00% |
19/11/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 126 701 | 75 000 | 127 351 | 75 000 | 36 227 CHF | 22 087 CHF | 100,00% | 100,00% |
18/11/2024 | 3,39% | 0,31 CHF | 0,32 CHF | 126 762 | 75 000 | 127 734 | 75 000 | 37 046 CHF | 22 504 CHF | 100,00% | 100,00% |
15/11/2024 | 3,06% | 0,29 CHF | 0,30 CHF | 128 141 | 75 000 | 126 476 | 75 000 | 40 821 CHF | 24 962 CHF | 100,00% | 100,00% |
14/11/2024 | 2,73% | 0,36 CHF | 0,37 CHF | 124 708 | 75 000 | 124 868 | 75 000 | 45 203 CHF | 27 903 CHF | 99,27% | 99,27% |
13/11/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 123 944 | 75 000 | 123 193 | 74 236 | 46 996 CHF | 29 068 CHF | 73,36% | 73,36% |
12/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 122 616 | 75 000 | 122 740 | 75 000 | 47 693 CHF | 29 895 CHF | 63,68% | 63,68% |
11/11/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 119 816 | 75 000 | 53 607 CHF | 34 307 CHF | 89,21% | 89,21% |
08/11/2024 | 2,24% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 119 019 | 75 000 | 52 669 CHF | 33 943 CHF | 86,56% | 86,56% |
07/11/2024 | 2,07% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 108 496 | 74 335 | 52 784 CHF | 36 983 CHF | 96,43% | 96,43% |