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% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 175 | 100 000 | 52 609 CHF | 45 157 CHF | 99,00% | 99,00% |
19/11/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 139 212 | 100 000 | 51 931 CHF | 38 314 CHF | 100,00% | 100,00% |
18/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 139 198 | 100 000 | 51 626 CHF | 38 111 CHF | 100,00% | 100,00% |
15/11/2024 | 2,42% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 127 653 | 100 000 | 52 120 CHF | 41 917 CHF | 100,00% | 100,00% |
14/11/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 111 023 | 100 000 | 51 684 CHF | 47 573 CHF | 99,22% | 99,22% |
13/11/2024 | 1,97% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 101 861 | 99 160 | 51 528 CHF | 51 183 CHF | 99,36% | 99,36% |
12/11/2024 | 1,74% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 101 459 | 100 000 | 58 045 CHF | 58 398 CHF | 100,00% | 100,00% |
11/11/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 111 859 | 100 000 | 52 611 CHF | 48 071 CHF | 99,41% | 99,41% |
08/11/2024 | 2,33% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 122 760 | 100 000 | 52 060 CHF | 43 515 CHF | 100,00% | 100,00% |
07/11/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 103 102 | 97 395 | 51 002 CHF | 49 259 CHF | 98,73% | 98,73% |