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 | 2,32% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 109 018 | 50 000 | 52 086 CHF | 24 461 CHF | 92,81% | 92,81% |
19/11/2024 | 2,36% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 118 840 | 50 000 | 53 237 CHF | 22 940 CHF | 99,53% | 99,53% |
18/11/2024 | 2,81% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 133 | 44 487 | 51 716 CHF | 21 495 CHF | 100,00% | 100,00% |
15/11/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 114 484 | 50 000 | 52 086 CHF | 23 314 CHF | 92,47% | 92,47% |
14/11/2024 | 2,37% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 52 883 CHF | 24 614 CHF | 98,20% | 98,20% |
13/11/2024 | 2,32% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 109 895 | 49 700 | 51 987 CHF | 24 081 CHF | 98,35% | 98,35% |
12/11/2024 | 2,12% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 568 | 50 000 | 52 229 CHF | 26 533 CHF | 97,69% | 97,69% |
11/11/2024 | 2,04% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 91 294 | 50 000 | 51 130 CHF | 28 589 CHF | 100,00% | 100,00% |
08/11/2024 | 2,14% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 009 | 50 000 | 51 511 CHF | 26 311 CHF | 96,30% | 96,30% |
07/11/2024 | 2,25% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 133 | 48 588 | 52 056 CHF | 25 836 CHF | 91,03% | 91,03% |