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 | 2,29% | 0,42 CHF | 0,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 107 980 CHF | 110 480 CHF | 100,00% | 100,00% |
19/11/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 105 120 CHF | 107 620 CHF | 93,14% | 93,14% |
18/11/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 104 674 CHF | 107 174 CHF | 100,00% | 100,00% |
15/11/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 102 305 CHF | 104 805 CHF | 100,00% | 100,00% |
14/11/2024 | 2,55% | 0,40 CHF | 0,41 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 193 812 CHF | 198 812 CHF | 99,57% | 99,57% |
13/11/2024 | 2,68% | 0,37 CHF | 0,38 CHF | 500 000 | 500 000 | 493 825 | 493 825 | 181 846 CHF | 186 785 CHF | 99,32% | 99,32% |
12/11/2024 | 2,68% | 0,35 CHF | 0,36 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 184 124 CHF | 189 124 CHF | 100,00% | 100,00% |
11/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 195 616 CHF | 200 616 CHF | 100,00% | 100,00% |
08/11/2024 | 2,70% | 0,36 CHF | 0,37 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 182 939 CHF | 187 939 CHF | 100,00% | 100,00% |
07/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 196 079 CHF | 201 079 CHF | 89,64% | 89,64% |