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 | 2,00% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 104 993 | 100 000 | 52 050 CHF | 50 616 CHF | 100,00% | 100,00% |
19/11/2024 | 2,06% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 108 801 | 100 000 | 52 313 CHF | 49 132 CHF | 100,00% | 100,00% |
18/11/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 105 389 | 100 000 | 51 986 CHF | 50 365 CHF | 100,00% | 100,00% |
15/11/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 518 CHF | 55 518 CHF | 100,00% | 100,00% |
14/11/2024 | 1,70% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 548 CHF | 59 548 CHF | 99,44% | 99,44% |
13/11/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 99 818 | 55 623 CHF | 56 529 CHF | 98,88% | 98,88% |
12/11/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 002 CHF | 62 002 CHF | 100,00% | 100,00% |
11/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 082 CHF | 66 082 CHF | 100,00% | 100,00% |
08/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 531 CHF | 65 531 CHF | 99,51% | 99,51% |
07/11/2024 | 1,54% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 98 961 | 98 701 | 66 433 CHF | 67 273 CHF | 99,06% | 99,06% |