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 | 1,92% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 476 CHF | 52 476 CHF | 99,00% | 99,00% |
19/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 013 | 100 000 | 52 955 CHF | 45 509 CHF | 100,00% | 100,00% |
18/11/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 118 032 | 100 000 | 52 331 CHF | 45 365 CHF | 100,00% | 100,00% |
15/11/2024 | 2,06% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 109 199 | 100 000 | 52 562 CHF | 49 213 CHF | 100,00% | 100,00% |
14/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 917 CHF | 54 917 CHF | 99,22% | 99,22% |
13/11/2024 | 1,74% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 99 780 | 99 160 | 57 755 CHF | 58 398 CHF | 99,36% | 99,36% |
12/11/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 127 | 100 000 | 64 661 CHF | 65 599 CHF | 100,00% | 100,00% |
11/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 265 CHF | 55 265 CHF | 99,41% | 99,41% |
08/11/2024 | 2,00% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 104 698 | 100 000 | 51 805 CHF | 50 574 CHF | 100,00% | 100,00% |
07/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 99 991 | 97 395 | 56 693 CHF | 56 256 CHF | 98,73% | 98,73% |