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 | 2,64% | 0,38 CHF | 0,39 CHF | 130 000 | 130 000 | 126 612 | 126 612 | 47 331 CHF | 48 597 CHF | 100,00% | 100,00% |
19/11/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 130 000 | 130 000 | 126 610 | 126 610 | 45 441 CHF | 46 707 CHF | 100,00% | 100,00% |
18/11/2024 | 2,88% | 0,35 CHF | 0,36 CHF | 140 000 | 140 000 | 136 355 | 136 355 | 46 713 CHF | 48 076 CHF | 100,00% | 100,00% |
15/11/2024 | 3,10% | 0,33 CHF | 0,34 CHF | 150 000 | 150 000 | 141 862 | 141 862 | 45 115 CHF | 46 534 CHF | 100,00% | 100,00% |
14/11/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 140 000 | 140 000 | 138 556 | 138 556 | 40 073 CHF | 41 458 CHF | 99,36% | 99,36% |
13/11/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 150 000 | 150 000 | 145 148 | 145 148 | 44 804 CHF | 46 255 CHF | 100,00% | 100,00% |
12/11/2024 | 3,18% | 0,29 CHF | 0,30 CHF | 140 000 | 140 000 | 136 814 | 136 814 | 42 297 CHF | 43 665 CHF | 68,32% | 100,00% |
11/11/2024 | 2,68% | 0,35 CHF | 0,36 CHF | 130 000 | 130 000 | 126 610 | 126 610 | 46 573 CHF | 47 839 CHF | 99,93% | 99,93% |
08/11/2024 | 2,37% | 0,40 CHF | 0,41 CHF | 120 000 | 120 000 | 116 873 | 116 873 | 48 831 CHF | 49 999 CHF | 99,98% | 99,98% |
07/11/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 120 000 | 120 000 | 116 826 | 116 826 | 60 763 CHF | 61 932 CHF | 98,53% | 98,53% |