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 | 2,02% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 107 265 | 50 000 | 52 643 CHF | 25 063 CHF | 100,00% | 100,00% |
19/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 104 467 | 50 000 | 51 335 CHF | 25 097 CHF | 99,40% | 99,40% |
18/11/2024 | 1,97% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 102 595 | 50 000 | 51 629 CHF | 25 681 CHF | 100,00% | 100,00% |
15/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 673 CHF | 27 337 CHF | 100,00% | 100,00% |
14/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 274 CHF | 26 637 CHF | 99,52% | 99,52% |
13/11/2024 | 1,91% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 49 704 | 52 427 CHF | 26 557 CHF | 99,32% | 99,32% |
12/11/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 043 | 50 000 | 51 191 CHF | 23 760 CHF | 100,00% | 100,00% |
11/11/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 114 620 | 50 000 | 114 098 | 50 000 | 50 901 CHF | 22 809 CHF | 100,00% | 100,00% |
08/11/2024 | 2,01% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 104 622 | 50 000 | 51 406 CHF | 25 110 CHF | 100,00% | 100,00% |
07/11/2024 | 2,05% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 102 222 | 48 703 | 51 024 CHF | 24 819 CHF | 99,13% | 99,13% |