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 | 2,15% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 111 962 | 100 000 | 51 575 CHF | 47 084 CHF | 100,00% | 100,00% |
19/11/2024 | 2,06% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 109 890 | 100 000 | 52 895 CHF | 49 136 CHF | 100,00% | 100,00% |
18/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 104 136 | 100 000 | 51 613 CHF | 50 586 CHF | 100,00% | 100,00% |
15/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 109 628 | 100 000 | 53 135 CHF | 49 474 CHF | 100,00% | 100,00% |
14/11/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 102 761 | 100 000 | 51 778 CHF | 51 427 CHF | 99,22% | 99,22% |
13/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 99 160 | 53 624 CHF | 54 175 CHF | 99,36% | 99,36% |
12/11/2024 | 2,16% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 114 322 | 100 000 | 52 438 CHF | 46 938 CHF | 100,00% | 100,00% |
11/11/2024 | 2,64% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 138 362 | 100 000 | 51 695 CHF | 38 391 CHF | 100,00% | 100,00% |
08/11/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 132 558 | 100 000 | 51 528 CHF | 39 895 CHF | 100,00% | 100,00% |
07/11/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 138 714 | 97 395 | 52 797 CHF | 38 043 CHF | 98,73% | 98,73% |