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% | 0,42 CHF | 0,48 CHF | 120 000 | 100 000 | 110 000 | 100 000 | 51 451 CHF | 47 787 CHF | 14,13% | 90,21% |
19/11/2024 | 2,28% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 118 858 | 100 000 | 52 425 CHF | 45 147 CHF | 99,36% | 99,36% |
18/11/2024 | 2,69% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 118 711 | 88 901 | 53 433 CHF | 40 936 CHF | 99,38% | 99,38% |
15/11/2024 | 2,20% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 108 438 | 75 000 | 52 907 CHF | 37 419 CHF | 100,00% | 100,00% |
14/11/2024 | 2,22% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 104 844 | 75 000 | 51 685 CHF | 37 838 CHF | 98,90% | 98,90% |
13/11/2024 | 2,19% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 111 971 | 98 896 | 51 859 CHF | 46 838 CHF | 99,26% | 99,26% |
12/11/2024 | 2,03% | 0,45 CHF | 0,47 CHF | 120 000 | 75 000 | 102 181 | 75 000 | 51 254 CHF | 38 448 CHF | 99,00% | 99,00% |
11/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 53 457 CHF | 40 851 CHF | 99,90% | 99,90% |
08/11/2024 | 2,39% | 0,50 CHF | 0,52 CHF | 100 000 | 75 000 | 100 869 | 75 000 | 50 623 CHF | 38 557 CHF | 100,00% | 100,00% |
07/11/2024 | 2,09% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 103 390 | 97 336 | 51 764 CHF | 49 921 CHF | 96,51% | 96,51% |