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 | 2,14% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 515 | 100 000 | 51 201 CHF | 47 336 CHF | 100,00% | 100,00% |
19/11/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 109 759 | 100 000 | 53 146 CHF | 49 424 CHF | 100,00% | 100,00% |
18/11/2024 | 1,99% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 103 053 | 100 000 | 51 227 CHF | 50 731 CHF | 100,00% | 100,00% |
15/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 108 891 | 100 000 | 53 060 CHF | 49 740 CHF | 100,00% | 100,00% |
14/11/2024 | 1,95% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 102 113 | 100 000 | 51 819 CHF | 51 784 CHF | 99,22% | 99,22% |
13/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 99 160 | 53 952 CHF | 54 494 CHF | 99,36% | 99,36% |
12/11/2024 | 2,15% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 113 592 | 100 000 | 52 371 CHF | 47 171 CHF | 100,00% | 100,00% |
11/11/2024 | 2,62% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 138 336 | 100 000 | 52 092 CHF | 38 688 CHF | 100,00% | 100,00% |
08/11/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 131 240 | 100 000 | 51 447 CHF | 40 214 CHF | 100,00% | 100,00% |
07/11/2024 | 2,65% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 135 464 | 97 395 | 52 010 CHF | 38 391 CHF | 98,73% | 98,73% |