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 | 109 388 | 100 000 | 53 157 CHF | 49 603 CHF | 100,00% | 100,00% |
19/11/2024 | 2,12% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 98 650 | 98 649 | 50 526 CHF | 51 533 CHF | 99,97% | 99,97% |
18/11/2024 | 2,09% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 51 990 CHF | 48 264 CHF | 100,00% | 100,00% |
15/11/2024 | 2,43% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 108 864 | 98 213 | 50 605 CHF | 46 664 CHF | 99,99% | 99,99% |
14/11/2024 | 2,27% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 114 553 | 99 347 | 52 279 CHF | 46 385 CHF | 99,27% | 99,27% |
13/11/2024 | 1,96% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 99 592 | 99 592 | 51 869 CHF | 52 871 CHF | 95,50% | 95,50% |
12/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 319 CHF | 54 319 CHF | 99,99% | 99,99% |
11/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 799 CHF | 56 799 CHF | 99,99% | 99,99% |
08/11/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 400 CHF | 64 400 CHF | 100,00% | 100,00% |
07/11/2024 | 1,67% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 60 723 CHF | 61 725 CHF | 99,99% | 99,99% |