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 | 3,05% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 160 531 | 50 000 | 51 760 CHF | 16 651 CHF | 100,00% | 100,00% |
19/11/2024 | 3,13% | 0,35 CHF | 0,37 CHF | 150 000 | 50 000 | 151 553 | 50 000 | 51 766 CHF | 17 651 CHF | 100,00% | 100,00% |
18/11/2024 | 2,87% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 150 823 | 50 000 | 51 744 CHF | 17 670 CHF | 100,00% | 100,00% |
15/11/2024 | 3,35% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 161 547 | 50 000 | 51 610 CHF | 16 528 CHF | 100,00% | 100,00% |
14/11/2024 | 3,18% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 165 740 | 50 000 | 51 313 CHF | 16 120 CHF | 99,52% | 99,52% |
13/11/2024 | 4,65% | 0,24 CHF | 0,25 CHF | 216 470 | 50 000 | 216 512 | 49 648 | 46 632 CHF | 11 196 CHF | 83,55% | 83,55% |
12/11/2024 | 4,00% | 0,21 CHF | 0,22 CHF | 216 572 | 50 000 | 204 618 | 50 000 | 50 163 CHF | 12 772 CHF | 90,26% | 90,26% |
11/11/2024 | 3,23% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 169 395 | 50 000 | 51 618 CHF | 15 759 CHF | 100,00% | 100,00% |
08/11/2024 | 3,02% | 0,31 CHF | 0,32 CHF | 170 000 | 50 000 | 159 007 | 50 000 | 51 894 CHF | 16 841 CHF | 100,00% | 100,00% |
07/11/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 137 784 | 48 695 | 51 700 CHF | 18 828 CHF | 98,51% | 98,51% |