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 | 1,97% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 816 CHF | 40 398 CHF | 100,00% | 100,00% |
19/11/2024 | 2,27% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 109 346 | 50 000 | 51 904 CHF | 24 310 CHF | 99,99% | 99,99% |
18/11/2024 | 2,63% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 105 266 | 63 971 | 51 619 CHF | 32 044 CHF | 100,00% | 100,00% |
15/11/2024 | 2,38% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 118 451 | 50 000 | 51 984 CHF | 22 513 CHF | 99,90% | 99,90% |
14/11/2024 | 2,61% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 111 173 | 48 156 | 49 204 CHF | 21 883 CHF | 97,31% | 97,31% |
13/11/2024 | 2,15% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 723 | 74 124 | 51 094 CHF | 38 417 CHF | 98,65% | 98,65% |
12/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 107 773 | 50 000 | 52 441 CHF | 24 913 CHF | 96,80% | 96,80% |
11/11/2024 | 1,90% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 96 127 | 50 000 | 53 600 CHF | 28 450 CHF | 99,56% | 99,56% |
08/11/2024 | 1,97% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 98 246 | 50 000 | 53 814 CHF | 27 945 CHF | 99,41% | 99,41% |
07/11/2024 | 2,10% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 85 252 | 47 981 | 50 414 CHF | 28 961 CHF | 97,83% | 97,83% |