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 | 2,22% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 118 281 | 100 000 | 52 742 CHF | 45 612 CHF | 99,00% | 99,00% |
19/11/2024 | 2,62% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 138 436 | 100 000 | 52 212 CHF | 38 732 CHF | 100,00% | 100,00% |
18/11/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 137 891 | 100 000 | 51 722 CHF | 38 535 CHF | 100,00% | 100,00% |
15/11/2024 | 2,39% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 124 582 | 100 000 | 51 517 CHF | 42 442 CHF | 100,00% | 100,00% |
14/11/2024 | 2,10% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 109 972 | 100 000 | 51 894 CHF | 48 196 CHF | 99,22% | 99,22% |
13/11/2024 | 1,97% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 157 | 99 160 | 51 273 CHF | 51 767 CHF | 99,36% | 99,36% |
12/11/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 101 380 | 100 000 | 58 431 CHF | 58 815 CHF | 100,00% | 100,00% |
11/11/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 901 | 100 000 | 52 730 CHF | 48 570 CHF | 99,41% | 99,41% |
08/11/2024 | 2,32% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 122 081 | 100 000 | 52 012 CHF | 43 731 CHF | 100,00% | 100,00% |
07/11/2024 | 2,05% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 101 867 | 97 395 | 50 765 CHF | 49 591 CHF | 98,73% | 98,73% |