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 | 2,24% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 118 875 | 100 000 | 52 497 CHF | 45 340 CHF | 100,00% | 100,00% |
19/11/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 121 684 | 100 000 | 51 670 CHF | 43 622 CHF | 100,00% | 100,00% |
18/11/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 202 | 100 000 | 52 109 CHF | 48 321 CHF | 100,00% | 100,00% |
15/11/2024 | 1,85% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 526 CHF | 54 526 CHF | 100,00% | 100,00% |
14/11/2024 | 1,81% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 898 CHF | 55 898 CHF | 99,52% | 99,52% |
13/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 99 837 | 99 147 | 55 188 CHF | 55 806 CHF | 99,32% | 99,32% |
12/11/2024 | 1,52% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 491 CHF | 66 491 CHF | 100,00% | 100,00% |
11/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 530 CHF | 72 530 CHF | 100,00% | 100,00% |
08/11/2024 | 1,54% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 741 CHF | 65 741 CHF | 100,00% | 100,00% |
07/11/2024 | 1,46% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 98 962 | 97 406 | 70 589 CHF | 70 576 CHF | 99,12% | 99,12% |