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 | 2,57% | 0,42 CHF | 0,43 CHF | 118 933 | 50 000 | 116 136 | 50 000 | 50 383 CHF | 22 270 CHF | 69,78% | 69,78% |
19/11/2024 | 2,71% | 0,43 CHF | 0,44 CHF | 116 314 | 50 000 | 116 278 | 50 000 | 50 271 CHF | 22 223 CHF | 97,95% | 97,95% |
18/11/2024 | 2,83% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 109 712 | 44 486 | 52 085 CHF | 21 659 CHF | 100,00% | 100,00% |
15/11/2024 | 2,21% | 0,50 CHF | 0,51 CHF | 107 555 | 50 000 | 101 569 | 50 000 | 50 684 CHF | 25 521 CHF | 72,13% | 72,13% |
14/11/2024 | 2,45% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 101 092 | 50 000 | 51 228 CHF | 25 976 CHF | 67,72% | 67,72% |
13/11/2024 | 2,46% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 107 337 | 49 710 | 51 439 CHF | 24 443 CHF | 99,36% | 99,36% |
12/11/2024 | 2,61% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 99 272 | 50 000 | 53 783 CHF | 27 814 CHF | 100,00% | 100,00% |
11/11/2024 | 1,93% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 028 CHF | 30 033 CHF | 100,00% | 100,00% |
08/11/2024 | 2,23% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 909 CHF | 27 562 CHF | 92,77% | 92,77% |
07/11/2024 | 2,13% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 98 529 | 48 736 | 51 641 CHF | 26 172 CHF | 95,06% | 95,06% |