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 | 2,06% | 0,49 CHF | 0,50 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 86 392 CHF | 88 192 CHF | 100,00% | 100,00% |
19/11/2024 | 1,98% | 0,47 CHF | 0,48 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 90 052 CHF | 91 852 CHF | 100,00% | 100,00% |
18/11/2024 | 2,10% | 0,46 CHF | 0,47 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 84 874 CHF | 86 674 CHF | 100,00% | 100,00% |
15/11/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 86 089 CHF | 87 889 CHF | 100,00% | 100,00% |
14/11/2024 | 1,86% | 0,52 CHF | 0,53 CHF | 180 000 | 180 000 | 181 849 | 181 849 | 97 252 CHF | 99 070 CHF | 99,39% | 99,39% |
13/11/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 112 529 CHF | 114 429 CHF | 100,00% | 100,00% |
12/11/2024 | 1,81% | 0,60 CHF | 0,61 CHF | 190 000 | 190 000 | 181 938 | 181 938 | 99 694 CHF | 101 514 CHF | 100,00% | 100,00% |
11/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 88 364 CHF | 90 164 CHF | 99,93% | 99,93% |
08/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 180 000 | 180 000 | 179 989 | 179 989 | 88 845 CHF | 90 645 CHF | 100,00% | 100,00% |
07/11/2024 | 2,21% | 0,43 CHF | 0,44 CHF | 170 000 | 170 000 | 171 563 | 171 563 | 76 909 CHF | 78 625 CHF | 100,00% | 100,00% |