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 | 2,68% | 0,37 CHF | 0,38 CHF | 126 154 | 75 000 | 126 027 | 75 000 | 46 395 CHF | 28 359 CHF | 100,00% | 100,00% |
19/11/2024 | 2,44% | 0,39 CHF | 0,40 CHF | 126 716 | 75 000 | 127 116 | 75 000 | 51 405 CHF | 31 080 CHF | 100,00% | 100,00% |
18/11/2024 | 2,47% | 0,38 CHF | 0,39 CHF | 126 762 | 75 000 | 127 708 | 75 000 | 51 080 CHF | 30 746 CHF | 100,00% | 100,00% |
15/11/2024 | 2,67% | 0,40 CHF | 0,41 CHF | 127 899 | 75 000 | 126 377 | 75 000 | 46 699 CHF | 28 459 CHF | 100,00% | 100,00% |
14/11/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 124 517 | 75 000 | 124 819 | 75 000 | 41 375 CHF | 25 609 CHF | 99,27% | 99,27% |
13/11/2024 | 3,25% | 0,33 CHF | 0,34 CHF | 124 002 | 75 000 | 123 038 | 74 437 | 38 004 CHF | 23 739 CHF | 99,40% | 99,40% |
12/11/2024 | 3,36% | 0,30 CHF | 0,31 CHF | 122 360 | 75 000 | 122 170 | 75 000 | 35 890 CHF | 22 773 CHF | 100,00% | 100,00% |
11/11/2024 | 3,96% | 0,25 CHF | 0,26 CHF | 120 317 | 75 000 | 119 928 | 75 000 | 29 664 CHF | 19 301 CHF | 100,00% | 100,00% |
08/11/2024 | 3,85% | 0,27 CHF | 0,28 CHF | 119 906 | 75 000 | 119 211 | 75 000 | 30 401 CHF | 19 875 CHF | 100,00% | 100,00% |
07/11/2024 | 4,77% | 0,23 CHF | 0,24 CHF | 118 441 | 75 000 | 117 812 | 73 704 | 24 827 CHF | 16 251 CHF | 99,23% | 99,23% |