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 | 2,11% | 0,47 CHF | 0,48 CHF | 109 320 | 50 000 | 109 509 | 50 000 | 51 351 CHF | 23 947 CHF | 100,00% | 100,00% |
19/11/2024 | 2,28% | 0,44 CHF | 0,45 CHF | 111 415 | 50 000 | 111 654 | 50 000 | 48 494 CHF | 22 217 CHF | 70,65% | 70,65% |
18/11/2024 | 2,21% | 0,45 CHF | 0,46 CHF | 111 268 | 50 000 | 111 174 | 50 000 | 49 712 CHF | 22 859 CHF | 85,55% | 85,55% |
15/11/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 111 360 | 50 000 | 111 512 | 50 000 | 49 567 CHF | 22 725 CHF | 14,93% | 14,93% |
14/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 109 336 | 50 000 | 109 335 | 50 000 | 52 611 CHF | 24 560 CHF | 99,44% | 99,44% |
13/11/2024 | 2,04% | 0,50 CHF | 0,51 CHF | 107 640 | 50 000 | 108 193 | 49 740 | 52 571 CHF | 24 665 CHF | 68,69% | 68,69% |
12/11/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 207 CHF | 26 104 CHF | 100,00% | 100,00% |
11/11/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 99 426 | 50 000 | 53 991 CHF | 27 657 CHF | 100,00% | 100,00% |
08/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 97 637 | 50 000 | 53 722 CHF | 28 023 CHF | 88,69% | 88,69% |
07/11/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 92 130 | 48 703 | 51 608 CHF | 27 792 CHF | 99,06% | 99,06% |