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 | 3,98% | 0,24 CHF | 0,25 CHF | 126 248 | 75 000 | 126 026 | 75 000 | 31 063 CHF | 19 238 CHF | 100,00% | 100,00% |
19/11/2024 | 4,67% | 0,22 CHF | 0,23 CHF | 126 784 | 75 000 | 127 365 | 75 000 | 26 717 CHF | 16 485 CHF | 100,00% | 100,00% |
18/11/2024 | 4,52% | 0,23 CHF | 0,24 CHF | 127 151 | 75 000 | 127 680 | 75 000 | 27 656 CHF | 16 998 CHF | 100,00% | 100,00% |
15/11/2024 | 3,94% | 0,22 CHF | 0,23 CHF | 127 899 | 75 000 | 126 349 | 75 000 | 31 554 CHF | 19 485 CHF | 100,00% | 100,00% |
14/11/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 124 796 | 75 000 | 124 806 | 75 000 | 35 961 CHF | 22 362 CHF | 99,27% | 99,27% |
13/11/2024 | 3,18% | 0,29 CHF | 0,30 CHF | 124 002 | 75 000 | 123 037 | 74 437 | 38 277 CHF | 23 910 CHF | 99,40% | 99,40% |
12/11/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 122 417 | 75 000 | 122 181 | 75 000 | 39 882 CHF | 25 241 CHF | 100,00% | 100,00% |
11/11/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 120 317 | 75 000 | 119 952 | 75 000 | 44 976 CHF | 28 872 CHF | 100,00% | 100,00% |
08/11/2024 | 2,66% | 0,35 CHF | 0,36 CHF | 120 167 | 75 000 | 119 192 | 75 000 | 44 223 CHF | 28 579 CHF | 100,00% | 100,00% |
07/11/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 118 562 | 75 000 | 117 869 | 73 503 | 48 577 CHF | 31 084 CHF | 85,91% | 85,91% |