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 | 1,90% | 0,50 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 268 CHF | 26 634 CHF | 14,13% | 100,00% |
19/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 221 | 50 000 | 51 010 CHF | 25 951 CHF | 95,85% | 95,85% |
18/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 294 CHF | 26 147 CHF | 99,57% | 99,57% |
15/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 599 CHF | 27 299 CHF | 100,00% | 100,00% |
14/11/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 54 675 CHF | 27 838 CHF | 99,44% | 99,44% |
13/11/2024 | 1,79% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 96 849 | 49 878 | 53 484 CHF | 28 067 CHF | 94,79% | 94,79% |
12/11/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 446 CHF | 29 637 CHF | 100,00% | 100,00% |
11/11/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 176 CHF | 30 598 CHF | 94,79% | 94,79% |
08/11/2024 | 1,65% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 89 274 | 50 000 | 53 518 CHF | 30 486 CHF | 100,00% | 100,00% |
07/11/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 81 596 | 48 444 | 51 351 CHF | 30 986 CHF | 99,06% | 99,06% |