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 | 2,66% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 132 877 | 50 000 | 52 042 CHF | 20 133 CHF | 100,00% | 100,00% |
19/11/2024 | 2,94% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 139 975 | 50 000 | 52 137 CHF | 19 205 CHF | 100,00% | 100,00% |
18/11/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 139 560 | 50 000 | 51 952 CHF | 19 143 CHF | 100,00% | 100,00% |
15/11/2024 | 2,51% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 130 987 | 50 000 | 51 577 CHF | 20 195 CHF | 100,00% | 100,00% |
14/11/2024 | 2,51% | 0,34 CHF | 0,35 CHF | 150 000 | 50 000 | 131 940 | 50 000 | 51 884 CHF | 20 287 CHF | 99,52% | 99,52% |
13/11/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 106 541 | 49 704 | 51 942 CHF | 24 765 CHF | 99,32% | 99,32% |
12/11/2024 | 2,13% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 111 065 | 50 000 | 51 668 CHF | 23 769 CHF | 100,00% | 100,00% |
11/11/2024 | 2,44% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 128 533 | 50 000 | 52 134 CHF | 20 801 CHF | 100,00% | 100,00% |
08/11/2024 | 2,54% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 134 174 | 50 000 | 52 071 CHF | 19 923 CHF | 100,00% | 100,00% |
07/11/2024 | 3,05% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 151 786 | 48 695 | 51 380 CHF | 16 996 CHF | 98,51% | 98,51% |