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 | 2,15% | 0,46 CHF | 0,51 CHF | 110 000 | 10 000 | 100 000 | 10 000 | 51 398 CHF | 5 251 CHF | 14,13% | 100,00% |
19/11/2024 | 2,58% | 0,47 CHF | 0,48 CHF | 110 000 | 10 000 | 36 250 | 10 000 | 16 159 CHF | 4 542 CHF | 100,00% | 100,00% |
18/11/2024 | 3,12% | 0,45 CHF | 0,47 CHF | 30 000 | 10 000 | 26 692 | 8 897 | 12 437 CHF | 4 269 CHF | 100,00% | 100,00% |
15/11/2024 | 3,02% | 0,49 CHF | 0,50 CHF | 30 000 | 10 000 | 20 885 | 8 177 | 10 771 CHF | 4 291 CHF | 99,99% | 99,99% |
14/11/2024 | 2,51% | 0,48 CHF | 0,49 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 14 419 CHF | 4 929 CHF | 99,43% | 99,43% |
13/11/2024 | 2,49% | 0,52 CHF | 0,53 CHF | 30 000 | 10 000 | 29 812 | 9 937 | 14 078 CHF | 4 810 CHF | 98,87% | 98,87% |
12/11/2024 | 2,38% | 0,47 CHF | 0,48 CHF | 30 000 | 10 000 | 35 654 | 10 000 | 17 708 CHF | 5 061 CHF | 99,99% | 99,99% |
11/11/2024 | 2,00% | 0,55 CHF | 0,56 CHF | 5 000 | 10 000 | 29 999 | 10 000 | 17 264 CHF | 5 871 CHF | 83,59% | 100,00% |
08/11/2024 | 2,20% | 0,53 CHF | 0,54 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 16 021 CHF | 5 459 CHF | 100,00% | 100,00% |
07/11/2024 | 2,43% | 0,49 CHF | 0,51 CHF | 30 000 | 10 000 | 29 221 | 9 740 | 15 142 CHF | 5 168 CHF | 99,05% | 99,05% |