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 | 2,34% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 120 905 | 100 000 | 51 142 CHF | 43 309 CHF | 100,00% | 100,00% |
19/11/2024 | 2,43% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 116 195 | 98 650 | 51 999 CHF | 45 178 CHF | 99,98% | 99,98% |
18/11/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 126 659 | 100 000 | 51 770 CHF | 41 902 CHF | 100,00% | 100,00% |
15/11/2024 | 2,82% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 127 772 | 98 213 | 51 127 CHF | 40 299 CHF | 99,99% | 99,99% |
14/11/2024 | 2,64% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 131 563 | 99 348 | 51 746 CHF | 40 103 CHF | 99,24% | 99,24% |
13/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 114 270 | 99 598 | 52 054 CHF | 46 404 CHF | 96,90% | 96,90% |
12/11/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 006 | 100 000 | 51 610 CHF | 47 916 CHF | 99,99% | 99,99% |
11/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 105 995 | 100 000 | 52 264 CHF | 50 335 CHF | 99,99% | 99,99% |
08/11/2024 | 1,74% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 033 CHF | 58 033 CHF | 100,00% | 100,00% |
07/11/2024 | 1,86% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 54 303 CHF | 55 304 CHF | 99,99% | 99,99% |