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 | 2,03% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 107 613 | 50 000 | 52 355 CHF | 24 840 CHF | 100,00% | 100,00% |
19/11/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 114 294 | 50 000 | 52 084 CHF | 23 311 CHF | 100,00% | 100,00% |
18/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 111 326 | 50 000 | 51 825 CHF | 23 785 CHF | 100,00% | 100,00% |
15/11/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 111 040 | 50 000 | 51 730 CHF | 23 808 CHF | 100,00% | 100,00% |
14/11/2024 | 2,32% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 121 465 | 50 000 | 51 801 CHF | 21 836 CHF | 99,22% | 99,22% |
13/11/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 129 896 | 49 448 | 52 254 CHF | 20 389 CHF | 99,36% | 99,36% |
12/11/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 124 076 | 50 000 | 51 577 CHF | 21 294 CHF | 100,00% | 100,00% |
11/11/2024 | 2,06% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 108 600 | 50 000 | 52 076 CHF | 24 489 CHF | 100,00% | 100,00% |
08/11/2024 | 4,15% | 0,44 CHF | 0,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 897 CHF | 10 315 CHF | 100,00% | 100,00% |
07/11/2024 | 2,17% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 112 233 | 48 696 | 51 736 CHF | 22 943 CHF | 98,73% | 98,73% |