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 | 2,03% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 107 758 | 100 000 | 52 558 CHF | 49 804 CHF | 99,00% | 99,00% |
19/11/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 123 318 | 100 000 | 51 663 CHF | 42 920 CHF | 100,00% | 100,00% |
18/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 124 295 | 100 000 | 51 939 CHF | 42 821 CHF | 100,00% | 100,00% |
15/11/2024 | 2,17% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 113 837 | 100 000 | 51 797 CHF | 46 590 CHF | 100,00% | 100,00% |
14/11/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 021 | 100 000 | 51 399 CHF | 52 388 CHF | 99,22% | 99,22% |
13/11/2024 | 1,81% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 887 | 99 160 | 55 256 CHF | 55 851 CHF | 99,36% | 99,36% |
12/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 456 | 100 000 | 62 371 CHF | 63 152 CHF | 100,00% | 100,00% |
11/11/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 588 | 100 000 | 52 020 CHF | 52 734 CHF | 99,41% | 99,41% |
08/11/2024 | 2,10% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 111 382 | 100 000 | 52 374 CHF | 48 170 CHF | 100,00% | 100,00% |
07/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 97 395 | 54 065 CHF | 53 686 CHF | 98,73% | 98,73% |