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 | 2,27% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 112 050 | 50 000 | 51 792 CHF | 23 658 CHF | 92,81% | 92,81% |
19/11/2024 | 2,44% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 120 072 | 50 000 | 52 051 CHF | 22 211 CHF | 99,53% | 99,53% |
18/11/2024 | 2,80% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 113 479 | 44 487 | 51 785 CHF | 20 880 CHF | 100,00% | 100,00% |
15/11/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 117 763 | 50 000 | 52 307 CHF | 22 781 CHF | 92,47% | 92,47% |
14/11/2024 | 2,29% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 050 | 50 000 | 51 402 CHF | 23 896 CHF | 98,20% | 98,20% |
13/11/2024 | 2,39% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 113 323 | 49 700 | 52 203 CHF | 23 471 CHF | 98,35% | 98,35% |
12/11/2024 | 2,18% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 101 606 | 50 000 | 51 498 CHF | 25 918 CHF | 97,69% | 97,69% |
11/11/2024 | 1,92% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 99 362 | 50 000 | 54 394 CHF | 27 907 CHF | 100,00% | 100,00% |
08/11/2024 | 2,19% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 103 993 | 50 000 | 51 712 CHF | 25 432 CHF | 96,30% | 96,30% |
07/11/2024 | 2,18% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 101 108 | 48 588 | 51 109 CHF | 25 108 CHF | 91,03% | 91,03% |