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 | 1,88% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 100 613 | 75 000 | 52 941 CHF | 40 231 CHF | 99,37% | 99,37% |
19/11/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 110 910 | 75 000 | 52 222 CHF | 36 077 CHF | 84,88% | 84,88% |
18/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 983 | 75 000 | 50 578 CHF | 38 322 CHF | 100,00% | 100,00% |
15/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 106 166 | 75 000 | 52 222 CHF | 37 677 CHF | 99,48% | 99,48% |
14/11/2024 | 1,96% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 442 | 75 000 | 50 750 CHF | 38 650 CHF | 99,44% | 99,44% |
13/11/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 106 446 | 74 375 | 52 276 CHF | 37 296 CHF | 98,88% | 98,88% |
12/11/2024 | 1,82% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 98 434 | 75 000 | 53 503 CHF | 41 535 CHF | 100,00% | 100,00% |
11/11/2024 | 1,93% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 654 | 73 081 | 50 803 CHF | 41 743 CHF | 100,00% | 100,00% |
08/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
07/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 89 216 | 50 000 | 55 266 CHF | 31 478 CHF | 43,77% | 43,77% |