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% | 0,29 CHF | 0,30 CHF | 133 057 | 75 000 | 131 460 | 75 000 | 32 515 CHF | 19 296 CHF | 100,00% | 100,00% |
19/11/2024 | 3,45% | 0,27 CHF | 0,28 CHF | 132 020 | 75 000 | 132 571 | 75 000 | 37 762 CHF | 22 112 CHF | 100,00% | 100,00% |
18/11/2024 | 3,52% | 0,28 CHF | 0,29 CHF | 132 773 | 75 000 | 132 940 | 75 000 | 37 195 CHF | 21 732 CHF | 100,00% | 100,00% |
15/11/2024 | 3,45% | 0,26 CHF | 0,27 CHF | 132 438 | 75 000 | 133 345 | 75 000 | 38 162 CHF | 22 207 CHF | 100,00% | 100,00% |
14/11/2024 | 3,15% | 0,30 CHF | 0,31 CHF | 133 977 | 75 000 | 134 579 | 75 000 | 42 131 CHF | 24 226 CHF | 99,52% | 99,52% |
13/11/2024 | 3,00% | 0,36 CHF | 0,37 CHF | 135 760 | 75 000 | 134 456 | 74 138 | 44 949 CHF | 25 512 CHF | 98,35% | 98,35% |
12/11/2024 | 3,73% | 0,29 CHF | 0,30 CHF | 132 432 | 75 000 | 131 414 | 75 000 | 34 604 CHF | 20 497 CHF | 99,90% | 99,90% |
11/11/2024 | 4,90% | 0,20 CHF | 0,21 CHF | 128 567 | 75 000 | 128 582 | 75 000 | 25 619 CHF | 15 693 CHF | 100,00% | 100,00% |
08/11/2024 | 4,57% | 0,22 CHF | 0,23 CHF | 128 361 | 75 000 | 128 102 | 75 000 | 27 391 CHF | 16 786 CHF | 100,00% | 100,00% |
07/11/2024 | 5,56% | 0,17 CHF | 0,18 CHF | 126 343 | 75 000 | 127 281 | 72 408 | 22 783 CHF | 13 566 CHF | 99,13% | 99,13% |