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% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 111 431 | 100 000 | 52 845 CHF | 48 457 CHF | 100,00% | 100,00% |
19/11/2024 | 2,33% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 109 527 | 98 649 | 51 088 CHF | 47 035 CHF | 99,92% | 99,92% |
18/11/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 102 456 | 100 000 | 50 958 CHF | 50 755 CHF | 100,00% | 100,00% |
15/11/2024 | 2,18% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 98 891 | 98 210 | 51 165 CHF | 51 830 CHF | 99,99% | 99,99% |
14/11/2024 | 2,06% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 101 397 | 99 346 | 51 113 CHF | 51 111 CHF | 99,17% | 99,17% |
13/11/2024 | 2,01% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 101 308 | 99 568 | 51 554 CHF | 51 706 CHF | 90,11% | 90,11% |
12/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 102 644 | 100 000 | 51 442 CHF | 51 147 CHF | 100,00% | 100,00% |
11/11/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 523 CHF | 52 523 CHF | 99,99% | 99,99% |
08/11/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 345 CHF | 54 345 CHF | 100,00% | 100,00% |
07/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 697 | 99 697 | 56 733 CHF | 57 735 CHF | 99,99% | 99,99% |