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 | 2,85% | 0,44 CHF | 0,46 CHF | 120 000 | 100 000 | 120 000 | 100 000 | 53 404 CHF | 45 790 CHF | 100,00% | 100,00% |
19/11/2024 | 3,03% | 0,42 CHF | 0,44 CHF | 120 000 | 100 000 | 114 291 | 100 000 | 51 325 CHF | 46 347 CHF | 100,00% | 100,00% |
18/11/2024 | 3,01% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 005 | 100 000 | 51 485 CHF | 48 237 CHF | 100,00% | 100,00% |
15/11/2024 | 3,23% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 111 649 | 100 000 | 51 570 CHF | 47 728 CHF | 99,99% | 99,99% |
14/11/2024 | 3,20% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 386 | 100 000 | 52 111 CHF | 48 752 CHF | 99,52% | 99,52% |
13/11/2024 | 3,52% | 0,47 CHF | 0,49 CHF | 110 000 | 100 000 | 110 000 | 99 147 | 52 496 CHF | 49 004 CHF | 99,32% | 99,32% |
12/11/2024 | 2,46% | 0,48 CHF | 0,50 CHF | 110 000 | 100 000 | 104 082 | 100 000 | 51 572 CHF | 50 809 CHF | 100,00% | 100,00% |
11/11/2024 | 2,49% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 50 985 CHF | 52 270 CHF | 100,00% | 100,00% |
08/11/2024 | 3,28% | 0,50 CHF | 0,52 CHF | 100 000 | 100 000 | 100 629 | 100 000 | 50 341 CHF | 51 702 CHF | 100,00% | 100,00% |
07/11/2024 | 3,14% | 0,51 CHF | 0,53 CHF | 100 000 | 100 000 | 100 332 | 97 408 | 51 062 CHF | 51 164 CHF | 99,13% | 99,13% |