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 | 2,12% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 945 | 100 000 | 51 419 CHF | 47 784 CHF | 100,00% | 100,00% |
19/11/2024 | 2,28% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 108 598 | 98 649 | 51 855 CHF | 48 124 CHF | 99,96% | 99,96% |
18/11/2024 | 2,20% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 272 | 100 000 | 53 596 CHF | 45 942 CHF | 100,00% | 100,00% |
15/11/2024 | 2,61% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 117 115 | 98 210 | 50 751 CHF | 43 572 CHF | 99,99% | 99,99% |
14/11/2024 | 2,32% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 115 730 | 99 347 | 51 813 CHF | 45 516 CHF | 99,26% | 99,26% |
13/11/2024 | 2,29% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 117 735 | 99 598 | 52 465 CHF | 45 411 CHF | 96,94% | 96,94% |
12/11/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 115 095 | 100 000 | 52 265 CHF | 46 441 CHF | 100,00% | 100,00% |
11/11/2024 | 2,24% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 889 | 100 000 | 52 979 CHF | 45 192 CHF | 99,99% | 99,99% |
08/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 120 103 | 100 000 | 51 536 CHF | 43 911 CHF | 100,00% | 100,00% |
07/11/2024 | 2,56% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 129 713 | 99 697 | 51 181 CHF | 40 340 CHF | 99,99% | 99,99% |