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 | 2,29% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 120 064 | 100 000 | 51 925 CHF | 44 262 CHF | 100,00% | 100,00% |
19/11/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 124 588 | 100 000 | 51 964 CHF | 42 776 CHF | 100,00% | 100,00% |
18/11/2024 | 2,30% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 120 492 | 100 000 | 51 777 CHF | 43 979 CHF | 100,00% | 100,00% |
15/11/2024 | 2,06% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 107 037 | 100 000 | 51 520 CHF | 49 190 CHF | 100,00% | 100,00% |
14/11/2024 | 1,90% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 915 | 100 000 | 52 665 CHF | 53 217 CHF | 99,44% | 99,44% |
13/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 110 000 | 100 000 | 105 629 | 99 818 | 52 013 CHF | 50 203 CHF | 98,88% | 98,88% |
12/11/2024 | 1,81% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 681 CHF | 55 681 CHF | 100,00% | 100,00% |
11/11/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 829 CHF | 59 829 CHF | 100,00% | 100,00% |
08/11/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 208 CHF | 59 208 CHF | 99,51% | 99,51% |
07/11/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 99 334 | 98 701 | 60 391 CHF | 61 019 CHF | 99,06% | 99,06% |