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 | 1,76% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 92 626 | 50 000 | 52 228 CHF | 28 726 CHF | 100,00% | 100,00% |
19/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 91 886 | 50 000 | 51 898 CHF | 28 756 CHF | 99,40% | 99,40% |
18/11/2024 | 1,80% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 96 618 | 50 000 | 53 318 CHF | 28 117 CHF | 100,00% | 100,00% |
15/11/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 060 CHF | 26 530 CHF | 100,00% | 100,00% |
14/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 517 CHF | 27 258 CHF | 99,52% | 99,52% |
13/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 98 688 | 49 704 | 52 772 CHF | 27 100 CHF | 99,32% | 99,32% |
12/11/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 691 CHF | 30 329 CHF | 100,00% | 100,00% |
11/11/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 89 346 | 50 000 | 55 098 CHF | 31 339 CHF | 100,00% | 100,00% |
08/11/2024 | 1,74% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 93 311 | 50 000 | 53 138 CHF | 29 009 CHF | 100,00% | 100,00% |
07/11/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 90 941 | 48 703 | 51 092 CHF | 27 875 CHF | 99,13% | 99,13% |