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 | 2,15% | 0,44 CHF | 0,45 CHF | 117 308 | 50 000 | 111 914 | 50 000 | 51 583 CHF | 23 563 CHF | 100,00% | 100,00% |
19/11/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 112 958 | 50 000 | 52 045 CHF | 23 566 CHF | 76,59% | 76,59% |
18/11/2024 | 2,24% | 0,46 CHF | 0,47 CHF | 117 550 | 50 000 | 117 701 | 50 000 | 51 868 CHF | 22 535 CHF | 62,73% | 62,73% |
15/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 118 623 | 50 000 | 118 585 | 50 000 | 49 667 CHF | 21 442 CHF | 100,00% | 100,00% |
14/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 118 215 | 50 000 | 118 274 | 50 000 | 51 158 CHF | 22 127 CHF | 99,52% | 99,52% |
13/11/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 118 048 | 50 000 | 117 626 | 49 589 | 50 127 CHF | 21 644 CHF | 71,54% | 71,54% |
12/11/2024 | 2,01% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 106 238 | 50 000 | 52 395 CHF | 25 171 CHF | 100,00% | 100,00% |
11/11/2024 | 1,93% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 415 | 50 000 | 51 549 CHF | 26 173 CHF | 100,00% | 100,00% |
08/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 108 774 | 50 000 | 52 725 CHF | 24 754 CHF | 44,10% | 44,10% |
07/11/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 115 380 | 50 000 | 110 362 | 49 473 | 51 017 CHF | 23 378 CHF | 72,25% | 72,25% |