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 | 1,99% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 103 876 | 100 000 | 51 809 CHF | 51 011 CHF | 100,00% | 100,00% |
19/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 109 420 | 100 000 | 52 624 CHF | 49 232 CHF | 100,00% | 100,00% |
18/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 959 CHF | 53 959 CHF | 100,00% | 100,00% |
15/11/2024 | 1,68% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 106 CHF | 60 106 CHF | 100,00% | 100,00% |
14/11/2024 | 1,64% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 474 CHF | 61 474 CHF | 99,52% | 99,52% |
13/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 99 777 | 99 147 | 60 743 CHF | 61 352 CHF | 99,32% | 99,32% |
12/11/2024 | 1,40% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 132 CHF | 72 132 CHF | 100,00% | 100,00% |
11/11/2024 | 1,29% | 0,77 CHF | 0,78 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 77 149 CHF | 78 149 CHF | 100,00% | 100,00% |
08/11/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 70 327 CHF | 71 327 CHF | 100,00% | 100,00% |
07/11/2024 | 1,36% | 0,80 CHF | 0,81 CHF | 100 000 | 100 000 | 98 962 | 97 406 | 76 141 CHF | 76 043 CHF | 99,12% | 99,12% |