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 | 2,02% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 107 955 | 100 000 | 52 866 CHF | 49 989 CHF | 100,00% | 100,00% |
19/11/2024 | 2,24% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 108 372 | 98 650 | 52 298 CHF | 48 612 CHF | 100,00% | 100,00% |
18/11/2024 | 1,98% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 102 305 | 100 000 | 51 060 CHF | 50 934 CHF | 100,00% | 100,00% |
15/11/2024 | 2,13% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 98 314 | 98 303 | 51 119 CHF | 52 118 CHF | 100,00% | 100,00% |
14/11/2024 | 1,91% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 53 955 CHF | 54 958 CHF | 99,28% | 99,28% |
13/11/2024 | 1,98% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 99 422 | 99 422 | 51 716 CHF | 52 717 CHF | 97,20% | 97,20% |
12/11/2024 | 1,95% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 101 | 100 000 | 50 807 CHF | 51 758 CHF | 100,00% | 100,00% |
11/11/2024 | 2,11% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 110 490 | 100 000 | 51 884 CHF | 47 967 CHF | 100,00% | 100,00% |
08/11/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 115 342 | 100 000 | 52 484 CHF | 46 532 CHF | 100,00% | 100,00% |
07/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 113 606 | 99 694 | 51 571 CHF | 46 300 CHF | 100,00% | 100,00% |