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 | 1,97% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 102 152 | 50 000 | 51 253 CHF | 25 602 CHF | 100,00% | 100,00% |
19/11/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 109 555 | 50 000 | 52 706 CHF | 24 558 CHF | 100,00% | 100,00% |
18/11/2024 | 2,54% | 0,48 CHF | 0,49 CHF | 110 000 | 50 000 | 110 000 | 43 384 | 52 254 CHF | 21 123 CHF | 100,00% | 100,00% |
15/11/2024 | 2,22% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 117 802 | 50 000 | 52 535 CHF | 22 815 CHF | 100,00% | 100,00% |
14/11/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 125 765 | 50 000 | 51 874 CHF | 21 139 CHF | 99,27% | 99,27% |
13/11/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 126 085 | 49 436 | 52 138 CHF | 20 953 CHF | 99,40% | 99,40% |
12/11/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 52 421 CHF | 22 342 CHF | 100,00% | 100,00% |
11/11/2024 | 2,12% | 0,47 CHF | 0,48 CHF | 110 000 | 50 000 | 110 000 | 50 000 | 51 372 CHF | 23 851 CHF | 100,00% | 100,00% |
08/11/2024 | 2,28% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 120 000 | 50 000 | 52 147 CHF | 22 228 CHF | 100,00% | 100,00% |
07/11/2024 | 2,27% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 116 350 | 48 746 | 53 055 CHF | 22 720 CHF | 99,05% | 99,05% |