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 | 2,58% | 0,49 CHF | 0,51 CHF | 110 000 | 100 000 | 105 061 | 100 000 | 51 946 CHF | 50 763 CHF | 100,00% | 100,00% |
19/11/2024 | 2,72% | 0,47 CHF | 0,49 CHF | 110 000 | 100 000 | 103 294 | 100 000 | 51 494 CHF | 51 292 CHF | 100,00% | 100,00% |
18/11/2024 | 3,04% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 642 CHF | 53 237 CHF | 100,00% | 100,00% |
15/11/2024 | 2,91% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 182 CHF | 52 698 CHF | 99,99% | 99,99% |
14/11/2024 | 2,87% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 187 CHF | 53 705 CHF | 99,52% | 99,52% |
13/11/2024 | 3,06% | 0,52 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 99 147 | 52 718 CHF | 53 887 CHF | 99,32% | 99,32% |
12/11/2024 | 2,36% | 0,53 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 507 CHF | 55 809 CHF | 100,00% | 100,00% |
11/11/2024 | 2,33% | 0,55 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 949 CHF | 57 270 CHF | 100,00% | 100,00% |
08/11/2024 | 3,08% | 0,55 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 982 CHF | 56 702 CHF | 100,00% | 100,00% |
07/11/2024 | 2,98% | 0,56 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 97 408 | 55 833 CHF | 56 034 CHF | 99,13% | 99,13% |