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 | 2,08% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 108 552 | 100 000 | 51 586 CHF | 48 556 CHF | 100,00% | 100,00% |
19/11/2024 | 2,24% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 106 945 | 98 649 | 51 853 CHF | 48 858 CHF | 99,96% | 99,96% |
18/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 113 602 | 100 000 | 51 826 CHF | 46 641 CHF | 100,00% | 100,00% |
15/11/2024 | 2,57% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 116 352 | 98 210 | 51 180 CHF | 44 227 CHF | 99,99% | 99,99% |
14/11/2024 | 2,27% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 114 105 | 99 347 | 51 907 CHF | 46 233 CHF | 99,28% | 99,28% |
13/11/2024 | 2,25% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 116 321 | 99 584 | 52 621 CHF | 46 090 CHF | 93,70% | 93,70% |
12/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 112 789 | 100 000 | 51 962 CHF | 47 097 CHF | 100,00% | 100,00% |
11/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 116 747 | 100 000 | 52 426 CHF | 45 935 CHF | 99,99% | 99,99% |
08/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 52 335 CHF | 44 613 CHF | 100,00% | 100,00% |
07/11/2024 | 2,51% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 129 524 | 99 697 | 52 058 CHF | 41 072 CHF | 99,99% | 99,99% |