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 | 3,89% | 0,51 CHF | 0,53 CHF | 100 000 | 100 000 | 102 085 | 102 085 | 51 474 CHF | 53 516 CHF | 100,00% | 100,00% |
19/11/2024 | 3,91% | 0,50 CHF | 0,52 CHF | 100 000 | 100 000 | 100 796 | 100 796 | 50 507 CHF | 52 523 CHF | 99,89% | 99,89% |
18/11/2024 | 3,94% | 0,50 CHF | 0,52 CHF | 100 000 | 100 000 | 103 866 | 103 866 | 51 714 CHF | 53 791 CHF | 99,89% | 99,89% |
15/11/2024 | 3,97% | 0,50 CHF | 0,52 CHF | 100 000 | 100 000 | 116 800 | 116 800 | 57 601 CHF | 59 937 CHF | 100,00% | 100,00% |
14/11/2024 | 4,01% | 0,49 CHF | 0,51 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 61 123 CHF | 63 623 CHF | 100,00% | 100,00% |
13/11/2024 | 3,98% | 0,49 CHF | 0,51 CHF | 125 000 | 125 000 | 119 802 | 119 802 | 58 912 CHF | 61 308 CHF | 100,00% | 100,00% |
12/11/2024 | 3,98% | 0,50 CHF | 0,52 CHF | 125 000 | 125 000 | 118 957 | 118 957 | 58 599 CHF | 60 978 CHF | 99,71% | 99,71% |
11/11/2024 | 3,98% | 0,49 CHF | 0,51 CHF | 100 000 | 100 000 | 119 074 | 119 074 | 58 557 CHF | 60 938 CHF | 99,86% | 99,86% |
08/11/2024 | 4,04% | 0,49 CHF | 0,51 CHF | 125 000 | 125 000 | 122 465 | 122 464 | 59 337 CHF | 61 786 CHF | 100,00% | 100,00% |
07/11/2024 | 3,96% | 0,49 CHF | 0,51 CHF | 100 000 | 100 000 | 112 763 | 112 763 | 55 768 CHF | 58 024 CHF | 99,89% | 99,89% |