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 | 2,60% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 130 478 | 75 000 | 49 686 CHF | 29 317 CHF | 100,00% | 100,00% |
19/11/2024 | 2,35% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 122 115 | 75 000 | 51 256 CHF | 32 250 CHF | 100,00% | 100,00% |
18/11/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 130 000 | 75 000 | 125 301 | 75 000 | 51 781 CHF | 31 771 CHF | 100,00% | 100,00% |
15/11/2024 | 2,38% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 124 617 | 75 000 | 51 761 CHF | 31 957 CHF | 100,00% | 100,00% |
14/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 118 003 | 75 000 | 52 348 CHF | 34 048 CHF | 99,52% | 99,52% |
13/11/2024 | 2,16% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 111 866 | 74 138 | 51 940 CHF | 35 244 CHF | 98,35% | 98,35% |
12/11/2024 | 2,51% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 129 463 | 75 000 | 50 960 CHF | 30 282 CHF | 99,90% | 99,90% |
11/11/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 128 719 | 75 000 | 128 591 | 75 000 | 42 548 CHF | 25 565 CHF | 100,00% | 100,00% |
08/11/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 128 361 | 75 000 | 128 057 | 75 000 | 44 348 CHF | 26 723 CHF | 100,00% | 100,00% |
07/11/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 126 343 | 75 000 | 127 285 | 72 408 | 39 331 CHF | 22 984 CHF | 99,13% | 99,13% |