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 | 2,10% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 109 997 | 100 000 | 51 932 CHF | 48 212 CHF | 99,00% | 99,00% |
19/11/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 129 212 | 100 000 | 52 076 CHF | 41 314 CHF | 100,00% | 100,00% |
18/11/2024 | 2,46% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 129 198 | 100 000 | 51 791 CHF | 41 111 CHF | 100,00% | 100,00% |
15/11/2024 | 2,26% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 119 545 | 100 000 | 52 409 CHF | 44 917 CHF | 100,00% | 100,00% |
14/11/2024 | 2,00% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 105 643 | 100 000 | 52 326 CHF | 50 573 CHF | 99,22% | 99,22% |
13/11/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 99 160 | 53 740 CHF | 54 279 CHF | 99,36% | 99,36% |
12/11/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 750 | 100 000 | 60 747 CHF | 61 398 CHF | 100,00% | 100,00% |
11/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 102 054 | 100 000 | 51 055 CHF | 51 071 CHF | 99,41% | 99,41% |
08/11/2024 | 2,18% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 114 711 | 100 000 | 52 114 CHF | 46 515 CHF | 100,00% | 100,00% |
07/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 97 395 | 52 504 CHF | 52 181 CHF | 98,73% | 98,73% |