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 | 2,00% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 105 488 | 100 000 | 52 153 CHF | 50 476 CHF | 99,00% | 99,00% |
19/11/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 433 | 100 000 | 51 189 CHF | 43 509 CHF | 100,00% | 100,00% |
18/11/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 121 587 | 100 000 | 51 625 CHF | 43 479 CHF | 100,00% | 100,00% |
15/11/2024 | 2,14% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 112 829 | 100 000 | 52 029 CHF | 47 213 CHF | 100,00% | 100,00% |
14/11/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 002 | 100 000 | 52 020 CHF | 53 018 CHF | 99,22% | 99,22% |
13/11/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 780 | 99 160 | 55 850 CHF | 56 505 CHF | 99,36% | 99,36% |
12/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 339 | 100 000 | 62 904 CHF | 63 742 CHF | 100,00% | 100,00% |
11/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 266 | 100 000 | 52 495 CHF | 53 365 CHF | 99,41% | 99,41% |
08/11/2024 | 2,08% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 110 428 | 100 000 | 52 391 CHF | 48 594 CHF | 100,00% | 100,00% |
07/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 97 395 | 54 758 CHF | 54 368 CHF | 98,73% | 98,73% |