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 | 2,24% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 52 971 CHF | 45 142 CHF | 100,00% | 100,00% |
19/11/2024 | 2,47% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 118 313 | 98 650 | 51 672 CHF | 44 088 CHF | 100,00% | 100,00% |
18/11/2024 | 2,17% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 113 503 | 100 000 | 51 668 CHF | 46 547 CHF | 100,00% | 100,00% |
15/11/2024 | 2,32% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 108 109 | 98 303 | 51 298 CHF | 47 647 CHF | 100,00% | 100,00% |
14/11/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 105 015 | 99 349 | 51 810 CHF | 50 043 CHF | 99,28% | 99,28% |
13/11/2024 | 2,21% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 108 914 | 99 035 | 52 046 CHF | 48 329 CHF | 58,24% | 58,24% |
12/11/2024 | 2,14% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 605 | 100 000 | 51 227 CHF | 47 323 CHF | 100,00% | 100,00% |
11/11/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 122 225 | 100 000 | 51 371 CHF | 43 052 CHF | 100,00% | 100,00% |
08/11/2024 | 2,43% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 128 602 | 100 000 | 52 294 CHF | 41 677 CHF | 100,00% | 100,00% |
07/11/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 127 804 | 99 694 | 51 752 CHF | 41 394 CHF | 100,00% | 100,00% |