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 | 2,16% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 114 974 | 100 000 | 52 548 CHF | 46 737 CHF | 99,00% | 99,00% |
19/11/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 133 500 | 100 000 | 51 859 CHF | 39 870 CHF | 100,00% | 100,00% |
18/11/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 134 869 | 100 000 | 52 093 CHF | 39 658 CHF | 100,00% | 100,00% |
15/11/2024 | 2,33% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 122 705 | 100 000 | 52 093 CHF | 43 555 CHF | 100,00% | 100,00% |
14/11/2024 | 2,05% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 108 249 | 100 000 | 52 248 CHF | 49 298 CHF | 99,22% | 99,22% |
13/11/2024 | 1,93% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 99 160 | 52 196 CHF | 52 759 CHF | 99,36% | 99,36% |
12/11/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 985 | 100 000 | 59 384 CHF | 59 938 CHF | 100,00% | 100,00% |
11/11/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 108 143 | 100 000 | 52 488 CHF | 49 570 CHF | 99,41% | 99,41% |
08/11/2024 | 2,26% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 120 161 | 100 000 | 52 480 CHF | 44 816 CHF | 100,00% | 100,00% |
07/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 101 100 | 97 395 | 51 576 CHF | 50 739 CHF | 98,73% | 98,73% |