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 | 2,63% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 119 781 | 50 000 | 52 922 CHF | 22 681 CHF | 100,00% | 100,00% |
19/11/2024 | 3,18% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 128 263 | 50 000 | 52 057 CHF | 20 961 CHF | 99,39% | 99,39% |
18/11/2024 | 3,34% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 121 746 | 43 384 | 51 673 CHF | 19 041 CHF | 100,00% | 100,00% |
15/11/2024 | 3,01% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 117 269 | 50 000 | 51 713 CHF | 22 808 CHF | 100,00% | 100,00% |
14/11/2024 | 2,89% | 0,47 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 52 124 CHF | 24 385 CHF | 99,52% | 99,52% |
13/11/2024 | 2,51% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 101 774 | 49 383 | 51 002 CHF | 25 383 CHF | 99,32% | 99,32% |
12/11/2024 | 2,31% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 93 954 | 50 000 | 51 916 CHF | 28 300 CHF | 100,00% | 100,00% |
11/11/2024 | 2,46% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 955 CHF | 27 648 CHF | 100,00% | 100,00% |
08/11/2024 | 2,57% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 133 CHF | 27 259 CHF | 100,00% | 100,00% |
07/11/2024 | 2,66% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 103 713 | 48 444 | 51 122 CHF | 24 511 CHF | 99,13% | 99,13% |