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 | 2,11% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 98 627 | 50 000 | 53 835 CHF | 27 887 CHF | 100,00% | 100,00% |
19/11/2024 | 2,10% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 53 307 CHF | 27 218 CHF | 99,99% | 99,99% |
18/11/2024 | 2,83% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 99 671 | 44 487 | 48 593 CHF | 22 295 CHF | 100,00% | 100,00% |
15/11/2024 | 2,43% | 0,47 CHF | 0,49 CHF | 110 000 | 50 000 | 109 357 | 50 000 | 52 771 CHF | 24 726 CHF | 100,00% | 100,00% |
14/11/2024 | 2,20% | 0,54 CHF | 0,56 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 846 CHF | 27 010 CHF | 98,83% | 98,83% |
13/11/2024 | 2,23% | 0,51 CHF | 0,53 CHF | 100 000 | 50 000 | 99 346 | 49 680 | 51 634 CHF | 26 408 CHF | 92,01% | 92,01% |
12/11/2024 | 1,95% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 608 CHF | 29 803 CHF | 100,00% | 100,00% |
11/11/2024 | 1,94% | 0,62 CHF | 0,64 CHF | 90 000 | 50 000 | 83 968 | 50 000 | 52 865 CHF | 32 122 CHF | 99,81% | 99,81% |
08/11/2024 | 1,93% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 370 CHF | 29 661 CHF | 100,00% | 100,00% |
07/11/2024 | 2,02% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 88 113 | 48 703 | 53 359 CHF | 30 066 CHF | 99,13% | 99,13% |