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 | 2,13% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 283 | 75 000 | 51 318 CHF | 35 653 CHF | 100,00% | 100,00% |
19/11/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 119 588 | 75 000 | 52 524 CHF | 33 696 CHF | 99,40% | 99,40% |
18/11/2024 | 2,40% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 115 911 | 75 000 | 52 324 CHF | 34 708 CHF | 100,00% | 100,00% |
15/11/2024 | 2,40% | 0,47 CHF | 0,49 CHF | 110 000 | 75 000 | 101 836 | 75 000 | 51 789 CHF | 39 107 CHF | 100,00% | 100,00% |
14/11/2024 | 2,17% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 102 600 | 75 000 | 52 345 CHF | 39 158 CHF | 99,52% | 99,52% |
13/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 92 124 | 74 442 | 52 192 CHF | 42 968 CHF | 99,32% | 99,32% |
12/11/2024 | 1,80% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 89 229 | 75 000 | 54 135 CHF | 46 342 CHF | 100,00% | 100,00% |
11/11/2024 | 1,73% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 762 CHF | 50 326 CHF | 100,00% | 100,00% |
08/11/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 79 912 | 75 000 | 54 681 CHF | 52 139 CHF | 100,00% | 100,00% |
07/11/2024 | 1,61% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 74 526 | 72 408 | 58 106 CHF | 57 219 CHF | 99,13% | 99,13% |