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% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 027 | 100 000 | 50 795 CHF | 51 781 CHF | 100,00% | 100,00% |
19/11/2024 | 2,14% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 99 971 | 98 650 | 50 237 CHF | 50 593 CHF | 100,00% | 100,00% |
18/11/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 095 CHF | 53 095 CHF | 100,00% | 100,00% |
15/11/2024 | 2,05% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 98 314 | 98 303 | 53 242 CHF | 54 241 CHF | 100,00% | 100,00% |
14/11/2024 | 1,84% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 56 164 CHF | 57 167 CHF | 99,28% | 99,28% |
13/11/2024 | 1,90% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 99 339 | 99 339 | 53 881 CHF | 54 883 CHF | 85,04% | 85,04% |
12/11/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 909 CHF | 53 909 CHF | 100,00% | 100,00% |
11/11/2024 | 2,02% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 108 217 | 100 000 | 52 998 CHF | 49 995 CHF | 100,00% | 100,00% |
08/11/2024 | 2,08% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 993 | 100 000 | 52 450 CHF | 48 685 CHF | 100,00% | 100,00% |
07/11/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 109 743 | 99 694 | 52 169 CHF | 48 395 CHF | 100,00% | 100,00% |