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 | 2,10% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 51 759 CHF | 48 054 CHF | 100,00% | 100,00% |
19/11/2024 | 2,31% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 108 663 | 98 650 | 50 657 CHF | 46 995 CHF | 100,00% | 100,00% |
18/11/2024 | 2,04% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 53 310 CHF | 49 464 CHF | 100,00% | 100,00% |
15/11/2024 | 2,19% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 98 314 | 98 303 | 49 592 CHF | 50 590 CHF | 100,00% | 100,00% |
14/11/2024 | 1,95% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 99 349 | 99 349 | 52 413 CHF | 53 415 CHF | 99,28% | 99,28% |
13/11/2024 | 2,08% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 99 032 | 99 032 | 50 283 CHF | 51 286 CHF | 58,07% | 58,07% |
12/11/2024 | 2,01% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 107 344 | 100 000 | 52 806 CHF | 50 218 CHF | 100,00% | 100,00% |
11/11/2024 | 2,20% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 117 926 | 100 000 | 52 984 CHF | 45 951 CHF | 100,00% | 100,00% |
08/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 52 213 CHF | 44 511 CHF | 100,00% | 100,00% |
07/11/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 119 877 | 99 694 | 52 050 CHF | 44 293 CHF | 100,00% | 100,00% |