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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 746 | 100 000 | 52 027 CHF | 52 665 CHF | 100,00% | 100,00% |
20/11/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 209 CHF | 53 209 CHF | 98,98% | 98,98% |
19/11/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 301 | 100 000 | 51 673 CHF | 47 853 CHF | 100,00% | 100,00% |
18/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 101 185 | 100 000 | 51 059 CHF | 51 479 CHF | 100,00% | 100,00% |
15/11/2024 | 2,11% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 733 | 100 000 | 51 812 CHF | 47 805 CHF | 100,00% | 100,00% |
14/11/2024 | 2,19% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 116 678 | 100 000 | 52 689 CHF | 46 187 CHF | 99,22% | 99,22% |
13/11/2024 | 2,21% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 118 434 | 99 159 | 52 901 CHF | 45 291 CHF | 99,36% | 99,36% |
12/11/2024 | 2,05% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 108 524 | 100 000 | 52 387 CHF | 49 385 CHF | 100,00% | 100,00% |
11/11/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 505 CHF | 61 505 CHF | 100,00% | 100,00% |
08/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 622 CHF | 60 622 CHF | 100,00% | 100,00% |