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 | 2,51% | 0,44 CHF | 0,45 CHF | 119 954 | 50 000 | 112 653 | 50 000 | 51 658 CHF | 23 528 CHF | 95,80% | 95,80% |
19/11/2024 | 3,40% | 0,44 CHF | 0,45 CHF | 118 451 | 50 000 | 118 497 | 50 000 | 51 960 CHF | 22 689 CHF | 60,52% | 60,52% |
18/11/2024 | 3,85% | 0,46 CHF | 0,47 CHF | 117 431 | 50 000 | 113 330 | 39 633 | 51 828 CHF | 18 683 CHF | 63,82% | 63,82% |
15/11/2024 | 2,20% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 108 880 | 50 000 | 52 198 CHF | 24 515 CHF | 100,00% | 100,00% |
14/11/2024 | 2,65% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 108 463 | 50 000 | 53 035 CHF | 25 116 CHF | 99,27% | 99,27% |
13/11/2024 | 2,53% | 0,47 CHF | 0,49 CHF | 110 000 | 50 000 | 108 169 | 49 375 | 51 334 CHF | 24 058 CHF | 99,40% | 99,40% |
12/11/2024 | 2,28% | 0,49 CHF | 0,51 CHF | 110 000 | 50 000 | 100 046 | 50 000 | 52 033 CHF | 26 603 CHF | 100,00% | 100,00% |
11/11/2024 | 2,31% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 99 484 | 50 000 | 54 467 CHF | 28 019 CHF | 100,00% | 100,00% |
08/11/2024 | 2,88% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 105 944 | 50 000 | 52 284 CHF | 25 409 CHF | 94,85% | 94,85% |
07/11/2024 | 2,62% | 0,50 CHF | 0,52 CHF | 100 000 | 50 000 | 101 006 | 48 743 | 50 749 CHF | 25 166 CHF | 99,06% | 99,06% |