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 | 1,95% | 0,48 CHF | 0,51 CHF | 110 000 | 75 000 | 100 000 | 75 000 | 50 732 CHF | 38 799 CHF | 14,13% | 100,00% |
19/11/2024 | 1,89% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 514 CHF | 40 135 CHF | 100,00% | 100,00% |
18/11/2024 | 1,95% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 50 770 CHF | 38 827 CHF | 100,00% | 100,00% |
15/11/2024 | 2,20% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 67 251 | 55 297 | 33 962 CHF | 28 545 CHF | 94,50% | 94,50% |
14/11/2024 | 1,99% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 103 470 | 75 000 | 51 419 CHF | 38 047 CHF | 99,22% | 99,22% |
13/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 115 508 | 74 160 | 52 602 CHF | 34 540 CHF | 99,36% | 99,36% |
12/11/2024 | 1,88% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 697 CHF | 40 273 CHF | 100,00% | 100,00% |
11/11/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 857 CHF | 39 643 CHF | 100,00% | 100,00% |
08/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 107 065 | 75 000 | 52 625 CHF | 37 635 CHF | 100,00% | 100,00% |
07/11/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 110 128 | 74 394 | 52 194 CHF | 36 021 CHF | 94,67% | 94,67% |