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 | 2,82% | 0,46 CHF | 0,48 CHF | 110 000 | 100 000 | 110 549 | 100 000 | 51 304 CHF | 47 740 CHF | 100,00% | 100,00% |
19/11/2024 | 2,95% | 0,44 CHF | 0,46 CHF | 120 000 | 100 000 | 113 064 | 100 000 | 52 893 CHF | 48 238 CHF | 100,00% | 100,00% |
18/11/2024 | 3,20% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 109 999 | 100 000 | 53 489 CHF | 50 207 CHF | 100,00% | 100,00% |
15/11/2024 | 3,12% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 109 458 | 100 000 | 52 695 CHF | 49 681 CHF | 99,99% | 99,99% |
14/11/2024 | 2,90% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 105 869 | 100 000 | 51 976 CHF | 50 570 CHF | 99,52% | 99,52% |
13/11/2024 | 3,16% | 0,49 CHF | 0,51 CHF | 110 000 | 100 000 | 104 473 | 99 147 | 51 895 CHF | 50 858 CHF | 99,32% | 99,32% |
12/11/2024 | 2,41% | 0,50 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 507 CHF | 52 762 CHF | 100,00% | 100,00% |
11/11/2024 | 2,37% | 0,52 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 949 CHF | 54 217 CHF | 100,00% | 100,00% |
08/11/2024 | 3,06% | 0,52 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 982 CHF | 53 598 CHF | 100,00% | 100,00% |
07/11/2024 | 3,02% | 0,53 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 97 408 | 52 833 CHF | 53 044 CHF | 99,13% | 99,13% |