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 | 2,70% | 0,48 CHF | 0,50 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 53 257 CHF | 49 740 CHF | 100,00% | 100,00% |
19/11/2024 | 3,26% | 0,46 CHF | 0,48 CHF | 110 000 | 100 000 | 106 826 | 100 000 | 51 872 CHF | 50 216 CHF | 100,00% | 100,00% |
18/11/2024 | 2,92% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 701 | 100 000 | 50 930 CHF | 52 084 CHF | 100,00% | 100,00% |
15/11/2024 | 3,10% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 102 194 | 100 000 | 51 162 CHF | 51 665 CHF | 99,99% | 99,99% |
14/11/2024 | 2,79% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 101 012 | 100 000 | 51 593 CHF | 52 542 CHF | 99,52% | 99,52% |
13/11/2024 | 2,99% | 0,51 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 99 147 | 51 638 CHF | 52 741 CHF | 99,32% | 99,32% |
12/11/2024 | 2,63% | 0,52 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 301 CHF | 54 721 CHF | 100,00% | 100,00% |
11/11/2024 | 2,64% | 0,54 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 706 CHF | 56 170 CHF | 100,00% | 100,00% |
08/11/2024 | 2,94% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 882 CHF | 55 492 CHF | 100,00% | 100,00% |
07/11/2024 | 3,04% | 0,55 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 97 408 | 54 668 CHF | 54 893 CHF | 99,13% | 99,13% |