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 | 3,60% | 0,26 CHF | 0,27 CHF | 135 732 | 75 000 | 135 072 | 75 000 | 36 954 CHF | 21 271 CHF | 94,79% | 94,79% |
19/11/2024 | 3,90% | 0,26 CHF | 0,27 CHF | 135 333 | 75 000 | 135 759 | 75 000 | 34 226 CHF | 19 661 CHF | 100,00% | 100,00% |
18/11/2024 | 4,69% | 0,29 CHF | 0,30 CHF | 134 707 | 75 000 | 73 801 | 51 451 | 21 274 CHF | 15 600 CHF | 100,00% | 100,00% |
15/11/2024 | 3,33% | 0,31 CHF | 0,32 CHF | 134 311 | 75 000 | 134 807 | 75 000 | 39 932 CHF | 22 970 CHF | 100,00% | 100,00% |
14/11/2024 | 3,66% | 0,28 CHF | 0,29 CHF | 135 381 | 75 000 | 136 015 | 75 000 | 36 582 CHF | 20 927 CHF | 83,69% | 83,69% |
13/11/2024 | 3,93% | 0,25 CHF | 0,26 CHF | 136 089 | 75 000 | 135 727 | 74 112 | 34 283 CHF | 19 466 CHF | 94,16% | 94,16% |
12/11/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 135 885 | 75 000 | 135 807 | 75 000 | 33 834 CHF | 19 436 CHF | 84,38% | 84,38% |
11/11/2024 | 2,92% | 0,32 CHF | 0,33 CHF | 132 454 | 75 000 | 131 736 | 75 000 | 44 581 CHF | 26 134 CHF | 94,79% | 94,79% |
08/11/2024 | 3,43% | 0,31 CHF | 0,32 CHF | 132 339 | 75 000 | 132 852 | 75 000 | 38 133 CHF | 22 279 CHF | 100,00% | 100,00% |
07/11/2024 | 3,63% | 0,28 CHF | 0,29 CHF | 132 921 | 75 000 | 133 572 | 72 251 | 37 277 CHF | 20 967 CHF | 93,52% | 93,52% |