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 | 2,72% | 0,45 CHF | 0,49 CHF | 120 000 | 10 000 | 109 675 | 10 000 | 53 009 CHF | 4 967 CHF | 14,13% | 100,00% |
19/11/2024 | 2,53% | 0,46 CHF | 0,47 CHF | 110 000 | 10 000 | 118 989 | 10 000 | 52 909 CHF | 4 562 CHF | 100,00% | 100,00% |
18/11/2024 | 3,18% | 0,44 CHF | 0,46 CHF | 120 000 | 10 000 | 94 782 | 8 897 | 42 841 CHF | 4 160 CHF | 100,00% | 100,00% |
15/11/2024 | 3,34% | 0,47 CHF | 0,48 CHF | 110 000 | 10 000 | 69 090 | 8 177 | 33 695 CHF | 4 072 CHF | 100,00% | 100,00% |
14/11/2024 | 2,63% | 0,46 CHF | 0,47 CHF | 110 000 | 10 000 | 111 823 | 10 000 | 51 283 CHF | 4 710 CHF | 99,44% | 99,44% |
13/11/2024 | 2,64% | 0,49 CHF | 0,50 CHF | 110 000 | 10 000 | 115 260 | 9 937 | 51 827 CHF | 4 595 CHF | 98,88% | 98,88% |
12/11/2024 | 2,57% | 0,44 CHF | 0,46 CHF | 120 000 | 10 000 | 112 520 | 10 000 | 51 955 CHF | 4 741 CHF | 100,00% | 100,00% |
11/11/2024 | 2,38% | 0,49 CHF | 0,50 CHF | 110 000 | 10 000 | 101 699 | 10 000 | 51 775 CHF | 5 217 CHF | 100,00% | 100,00% |
08/11/2024 | 2,37% | 0,50 CHF | 0,51 CHF | 100 000 | 10 000 | 100 022 | 10 000 | 50 493 CHF | 5 169 CHF | 100,00% | 100,00% |
07/11/2024 | 2,63% | 0,48 CHF | 0,49 CHF | 110 000 | 10 000 | 100 938 | 9 740 | 49 726 CHF | 4 920 CHF | 99,06% | 99,06% |