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 | 1,82% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 97 431 | 50 000 | 53 130 CHF | 27 791 CHF | 100,00% | 100,00% |
19/11/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 98 279 | 50 000 | 53 561 CHF | 27 773 CHF | 99,40% | 99,40% |
18/11/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 99 761 | 50 000 | 53 174 CHF | 27 154 CHF | 100,00% | 100,00% |
15/11/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 101 450 | 50 000 | 51 037 CHF | 25 664 CHF | 100,00% | 100,00% |
14/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 726 CHF | 26 363 CHF | 99,52% | 99,52% |
13/11/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 826 | 49 704 | 52 076 CHF | 26 187 CHF | 99,32% | 99,32% |
12/11/2024 | 1,72% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 989 CHF | 29 383 CHF | 100,00% | 100,00% |
11/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 969 CHF | 30 483 CHF | 100,00% | 100,00% |
08/11/2024 | 1,80% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 95 569 | 50 000 | 52 648 CHF | 28 093 CHF | 100,00% | 100,00% |
07/11/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 99 923 | 48 703 | 54 293 CHF | 26 972 CHF | 99,13% | 99,13% |