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 | 2,07% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 108 103 | 50 000 | 51 690 CHF | 24 437 CHF | 100,00% | 100,00% |
19/11/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 421 | 50 000 | 52 914 CHF | 24 473 CHF | 99,40% | 99,40% |
18/11/2024 | 2,01% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 106 224 | 50 000 | 52 221 CHF | 25 104 CHF | 100,00% | 100,00% |
15/11/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 455 CHF | 26 728 CHF | 100,00% | 100,00% |
14/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 50 992 CHF | 25 996 CHF | 99,52% | 99,52% |
13/11/2024 | 1,94% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 101 633 | 49 704 | 51 989 CHF | 25 940 CHF | 99,32% | 99,32% |
12/11/2024 | 2,19% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 114 151 | 50 000 | 51 555 CHF | 23 087 CHF | 79,68% | 79,68% |
11/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 114 631 | 50 000 | 114 477 | 50 000 | 49 432 CHF | 22 090 CHF | 100,00% | 100,00% |
08/11/2024 | 2,03% | 0,46 CHF | 0,47 CHF | 114 471 | 50 000 | 105 817 | 50 000 | 51 483 CHF | 24 856 CHF | 76,41% | 76,41% |
07/11/2024 | 2,13% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 109 004 | 48 703 | 53 229 CHF | 24 295 CHF | 99,13% | 99,13% |