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 | 1,98% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 103 379 | 100 000 | 51 708 CHF | 51 053 CHF | 99,00% | 99,00% |
19/11/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 119 868 | 100 000 | 51 704 CHF | 44 138 CHF | 100,00% | 100,00% |
18/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 120 632 | 100 000 | 51 702 CHF | 43 869 CHF | 100,00% | 100,00% |
15/11/2024 | 2,12% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 111 988 | 100 000 | 52 219 CHF | 47 725 CHF | 100,00% | 100,00% |
14/11/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 412 CHF | 53 412 CHF | 99,22% | 99,22% |
13/11/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 99 780 | 99 160 | 56 361 CHF | 57 004 CHF | 99,36% | 99,36% |
12/11/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 205 | 100 000 | 63 325 CHF | 64 227 CHF | 100,00% | 100,00% |
11/11/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 029 | 100 000 | 52 861 CHF | 53 846 CHF | 99,41% | 99,41% |
08/11/2024 | 2,05% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 107 642 | 100 000 | 51 932 CHF | 49 350 CHF | 100,00% | 100,00% |
07/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 97 395 | 55 281 CHF | 54 875 CHF | 98,73% | 98,73% |