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 | 2,09% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 111 238 | 100 000 | 52 650 CHF | 48 360 CHF | 100,00% | 100,00% |
19/11/2024 | 2,22% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 104 797 | 98 649 | 51 351 CHF | 49 393 CHF | 99,97% | 99,97% |
18/11/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 662 | 100 000 | 52 699 CHF | 49 062 CHF | 100,00% | 100,00% |
15/11/2024 | 2,30% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 102 630 | 98 210 | 50 300 CHF | 49 190 CHF | 100,00% | 100,00% |
14/11/2024 | 2,22% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 110 525 | 99 347 | 51 757 CHF | 47 599 CHF | 99,29% | 99,29% |
13/11/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 99 741 | 99 598 | 53 526 CHF | 54 459 CHF | 97,09% | 97,09% |
12/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 080 CHF | 55 080 CHF | 100,00% | 100,00% |
11/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 901 CHF | 58 901 CHF | 100,00% | 100,00% |
08/11/2024 | 1,48% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 083 CHF | 68 083 CHF | 100,00% | 100,00% |
07/11/2024 | 1,49% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 67 860 CHF | 68 862 CHF | 99,99% | 99,99% |