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 | 2,74% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 138 468 | 52 693 | 51 933 CHF | 20 195 CHF | 99,61% | 99,61% |
19/11/2024 | 3,05% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 153 148 | 52 699 | 52 052 CHF | 18 403 CHF | 99,53% | 99,53% |
18/11/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 140 000 | 75 000 | 135 321 | 52 686 | 51 669 CHF | 20 638 CHF | 99,61% | 99,61% |
15/11/2024 | 3,50% | 0,29 CHF | 0,30 CHF | 180 000 | 100 000 | 183 421 | 61 836 | 51 446 CHF | 17 926 CHF | 88,76% | 88,76% |
14/11/2024 | 3,01% | 0,28 CHF | 0,29 CHF | 180 000 | 75 000 | 154 273 | 55 658 | 51 651 CHF | 19 466 CHF | 78,22% | 84,06% |
13/11/2024 | 2,19% | 0,44 CHF | 0,45 CHF | 120 000 | 75 000 | 107 357 | 53 290 | 51 737 CHF | 26 192 CHF | 97,50% | 97,50% |
12/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 100 649 | 52 727 | 52 879 CHF | 28 098 CHF | 99,48% | 99,48% |
11/11/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 726 | 52 682 | 55 652 CHF | 37 396 CHF | 99,64% | 99,64% |
08/11/2024 | 1,48% | 0,77 CHF | 0,78 CHF | 70 000 | 25 000 | 69 999 | 24 866 | 52 482 CHF | 18 914 CHF | 58,86% | 58,86% |
07/11/2024 | 1,35% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 70 819 | 51 159 | 55 599 CHF | 41 082 CHF | 88,23% | 88,23% |