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 | 3,49% | 0,47 CHF | 0,49 CHF | 110 000 | 75 000 | 108 974 | 75 000 | 52 404 CHF | 37 361 CHF | 100,00% | 100,00% |
19/11/2024 | 3,90% | 0,48 CHF | 0,50 CHF | 110 000 | 75 000 | 112 088 | 75 000 | 51 672 CHF | 35 974 CHF | 84,85% | 84,85% |
18/11/2024 | 3,99% | 0,49 CHF | 0,51 CHF | 110 000 | 75 000 | 109 996 | 75 000 | 52 413 CHF | 37 191 CHF | 100,00% | 100,00% |
15/11/2024 | 4,15% | 0,51 CHF | 0,53 CHF | 100 000 | 50 000 | 99 959 | 50 000 | 52 880 CHF | 27 577 CHF | 100,00% | 100,00% |
14/11/2024 | 3,46% | 0,62 CHF | 0,64 CHF | 90 000 | 75 000 | 91 566 | 75 000 | 53 209 CHF | 45 160 CHF | 99,44% | 99,44% |
13/11/2024 | 3,88% | 0,55 CHF | 0,57 CHF | 100 000 | 75 000 | 96 347 | 74 373 | 52 788 CHF | 42 400 CHF | 98,88% | 98,88% |
12/11/2024 | 3,77% | 0,59 CHF | 0,61 CHF | 90 000 | 50 000 | 89 019 | 50 000 | 54 446 CHF | 31 768 CHF | 100,00% | 100,00% |
11/11/2024 | 3,48% | 0,66 CHF | 0,68 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 145 CHF | 34 392 CHF | 100,00% | 100,00% |
08/11/2024 | 3,48% | 0,64 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 627 CHF | 34 057 CHF | 99,51% | 99,51% |
07/11/2024 | 3,67% | 0,64 CHF | 0,67 CHF | 80 000 | 50 000 | 78 364 | 50 000 | 53 847 CHF | 35 676 CHF | 78,59% | 78,59% |