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 | 2,46% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 093 CHF | 38 867 CHF | 14,13% | 89,78% |
19/11/2024 | 2,51% | 0,71 CHF | 0,73 CHF | 80 000 | 50 000 | 71 911 | 50 000 | 52 848 CHF | 37 718 CHF | 98,83% | 98,83% |
18/11/2024 | 3,34% | 0,70 CHF | 0,72 CHF | 80 000 | 50 000 | 80 187 | 44 435 | 52 708 CHF | 30 159 CHF | 99,09% | 99,09% |
15/11/2024 | 3,13% | 0,59 CHF | 0,61 CHF | 90 000 | 50 000 | 90 047 | 50 000 | 51 922 CHF | 29 750 CHF | 99,73% | 99,73% |
14/11/2024 | 3,35% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 99 814 | 50 000 | 51 733 CHF | 26 945 CHF | 97,08% | 97,08% |
13/11/2024 | 3,40% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 99 886 | 49 698 | 53 768 CHF | 27 673 CHF | 97,16% | 97,16% |
12/11/2024 | 3,28% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 93 606 | 50 000 | 52 411 CHF | 28 968 CHF | 98,02% | 98,02% |
11/11/2024 | 3,28% | 0,62 CHF | 0,64 CHF | 90 000 | 50 000 | 61 046 | 41 256 | 39 019 CHF | 27 196 CHF | 100,00% | 100,00% |
08/11/2024 | 3,91% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 115 937 | 50 000 | 52 806 CHF | 23 726 CHF | 100,00% | 100,00% |
07/11/2024 | 4,57% | 0,50 CHF | 0,52 CHF | 100 000 | 50 000 | 57 035 | 35 229 | 29 063 CHF | 18 458 CHF | 94,47% | 94,47% |