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 | 2,04% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 109 828 | 100 000 | 53 243 CHF | 49 480 CHF | 100,00% | 100,00% |
19/11/2024 | 2,13% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 98 680 | 98 650 | 50 338 CHF | 51 330 CHF | 99,98% | 99,98% |
18/11/2024 | 2,10% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 51 808 CHF | 48 098 CHF | 100,00% | 100,00% |
15/11/2024 | 2,45% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 109 307 | 98 213 | 50 513 CHF | 46 400 CHF | 99,99% | 99,99% |
14/11/2024 | 2,28% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 115 093 | 99 348 | 52 349 CHF | 46 232 CHF | 99,27% | 99,27% |
13/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 99 583 | 99 583 | 51 652 CHF | 52 654 CHF | 93,32% | 93,32% |
12/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 091 CHF | 54 091 CHF | 99,99% | 99,99% |
11/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 621 CHF | 56 621 CHF | 99,99% | 99,99% |
08/11/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 265 CHF | 64 265 CHF | 100,00% | 100,00% |
07/11/2024 | 1,67% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 60 564 CHF | 61 565 CHF | 99,99% | 99,99% |